I recommend using a free/libre operating system, meaning a GNU/Linux distribution or a BSD variant (e.g. Gentoo GNU/Linux or OpenBSD) for ethical and practical reasons. Would you buy a car where you're prohibited from opening the bonnet under threat of jail? If the answer is no you should by the same logic not use closed source software for real money Poker :)
Unfortunately you will always need one piece of unfree software: The poker client itself. Although not a direct dependency of fpdb you obviously will have a hard time putting this to productive use without running some poker client. As far as I know, only unfree clients are available. If you know better please let me know ASAP!
If you can be bothered please do contact your poker site(s) and ask them to release free/libre clients, even if it is only for Windows. But lets be realistic, the chance of a positive answer is very low.
Before I start the list a note on the databases, as of git96 I have yet to try using this with PostgreSQL, but if I'm not mistaken it should actually work by now (the stuff in fpdb-python at least).
If you use a package management system (e.g. if you have GNU/Linux or *BSD) just check that you have mysql, mysql-python and pygtk or postgresql, pygresql and pygtk. Your package manager will take care of the rest for you.