How to develop an embedded Flex application?

I am trying to develop an embedded flex application for an asp.net project

which I have done recently. I went to

http://www.adobe.com/products/flex/flexdownloads/index.html

I can see differnt things to download.

I don't in order to develop a flex application what all things I need to download.

I don't know where to start. Is there any good tutorial available?

Can anyone help me please?
Thanks,