Dúvida no Ex. 1 da Aula 2 - Inserindo e removendo dados

Após a primeira aula eu fechei tudo e hoje, quando voltei aos estudos não consigo continuar. Não sei o que devo fazer, já que no Eclipse se executo algum código para puxar as informações do Banco, como o loop da aula 1 ele dá a seguinte exception:

Exception in thread "main" java.sql.SQLTransientConnectionException: java.net.ConnectException: Connection refused: connect
    at org.hsqldb.jdbc.JDBCUtil.sqlException(Unknown Source)
    at org.hsqldb.jdbc.JDBCUtil.sqlException(Unknown Source)
    at org.hsqldb.jdbc.JDBCConnection.<init>(Unknown Source)
    at org.hsqldb.jdbc.JDBCDriver.getConnection(Unknown Source)
    at org.hsqldb.jdbc.JDBCDriver.connect(Unknown Source)
    at java.sql.DriverManager.getConnection(DriverManager.java:664)
    at java.sql.DriverManager.getConnection(DriverManager.java:247)
    at br.com.caelum.jdbc.TestaListagem.main(TestaListagem.java:11)
Caused by: org.hsqldb.HsqlException: java.net.ConnectException: Connection refused: connect
    at org.hsqldb.ClientConnection.openConnection(Unknown Source)
    at org.hsqldb.ClientConnection.initConnection(Unknown Source)
    at org.hsqldb.ClientConnection.<init>(Unknown Source)
    ... 6 more
Caused by: java.net.ConnectException: Connection refused: connect
    at java.net.DualStackPlainSocketImpl.connect0(Native Method)
    at java.net.DualStackPlainSocketImpl.socketConnect(DualStackPlainSocketImpl.java:79)
    at java.net.AbstractPlainSocketImpl.doConnect(AbstractPlainSocketImpl.java:345)
    at java.net.AbstractPlainSocketImpl.connectToAddress(AbstractPlainSocketImpl.java:206)
    at java.net.AbstractPlainSocketImpl.connect(AbstractPlainSocketImpl.java:188)
    at java.net.PlainSocketImpl.connect(PlainSocketImpl.java:172)
    at java.net.SocksSocketImpl.connect(SocksSocketImpl.java:392)
    at java.net.Socket.connect(Socket.java:589)
    at java.net.Socket.connect(Socket.java:538)
    at java.net.Socket.<init>(Socket.java:434)
    at java.net.Socket.<init>(Socket.java:211)
    at org.hsqldb.server.HsqlSocketFactory.createSocket(Unknown Source)
    ... 9 more

Tentei levantar o banco pelo prompt como na aula 1 mas sem sucesso também. O que devo fazer para continuar?