to debug Flex applications you really need debug version of Flash Player.
Second part of links named Adobe Flash Player 10 — Debugger Versions (aka debug players or content debuggers)
Download and install it.
It's a full version of Flash Player with additional item in context menu "Debug". Flex Builder automatically connect to it when you call "Debug [Application]".
Thank you Natasha for your answer.
I installed the debug version.
How may I check that Flex works with Flash Debug version?
For instance, when I execute / debug an a Flex application, the IE opened and it runs. The Flash Player that is used to run the application through IE is the new installed Flash Debug (ActiveX) or the Flash Player PlugIn that as I can see coexists in my Installed Application (from control panel)?
I tried to tranfer my thoughts as clear as I can.
IE use ActiveX component.
FireFox and other browsers use Plugin.
In context menu should be an item: Debug.
If you call debug in Fb and you have not got a debug version of FP, there will be a Error. So if calling debug works, all is fine.