If you want to go with DB-side validation, you can use triggers. See this for SQLite, and this detailed how-to for MySQL.
So the question is really whether you should use Database validation or not. If you have multiple clients -- whether they are different programs, or multiple users (with possibly different versions of the program) -- then going the database route is definitely best. The database is (hopefully) centralized, so you can decouple some of the details of validation. In your particular case, you can verify that the value being inserted into the column is contained in a separate table that simply lists valid values.
On the other hand, if you have little experience with databases, plan to target several different databases, and don't have the time to develop expertise, perhaps simple application level validation is the most expedient choice.