My goal is simple; I want to create an app where users would enter their e-mail adress so that I would save it in a list anywhere.
I followed the flex in a week tutorial, and they don't explain nor give a hint about how I can do that.
I have a reserved domain on a server that hosts my website.
If anybody could give me an idea to do that simply, it would help me so much...
The reason Flex in a Week doesn't cover this in its entirety is that part of the answer is outside what Flex can do. Flex is a client-side technology, so it can only make a request for the server to save something for you--it can't save to the server. Call your web host and find out what back-end technologies they support (the more common ones will be PHP or some form of ASP).
Once you know what technology or technologies you have access to, look for a tutorial for that language on submitting a form to save a value. Get that working the way you want, then replace the form with an HTTPService call from Flex.