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This paper presents a Web-based educational system, ADVICE, that helps students to bridge the gap between database management system (DBMS) theory and practice. The usage of ADVICE is presented through a set of laboratory exercises developed to teach students conceptual and logical modeling, SQL, formal query languages, and normalization. While working on the exercises, students use the system to access real databases, and the system provides them with feedback about their solutions. From the perspective of an instructor, the system allows easy exercise management and continual progress monitoring. The paper also describes a practical experience with the use of ADVICE on a database course over a three-year period.