I have a great idea for an application to build on Adobe Flex but i don`t know who would hold then the copyrights of my application if I use Adobe Flex software. I don´t really understand what's all the fuzz about open source codes and if it does have something to do with it?
You would own the copyright to your own application. The frameworks, tools, etc. all have their own respective licenses, but they do not dictate the license that your own app holds. A similar analogy would be that Microsoft does not own the copyrights to documents you author in Microsoft Word -- you do.