Thanks for the help. I actually tried all of these: I changed the permission with "chmod 777" (tried 755 also); did the installation under root; and do you mean "rpm-build" command? - it is installed (rpm-build-4.9.1.3-1.fc15.i686).
BTW. I actually successfully installed AIR about two years ago on this machine. A month ago, my computer was out of order. My administrator duplicated the data from the old hard disk to a new one. The data are all there but the programs I installed were gone, including AIR. I am wondering if some residual were there and causing this trouble for a new installation. I tried to clean the system and was searching for any installation info of Adobe, but nothing found.
Thanks!