Hi ali,
It all depends which language you want to program. For c# for example, you could download Visual Studio Express, which is free. All software that you develope, regardless the tools you use, is your own copyright and therefore can be sold all over the world. You own the rights of your own written programs and compliled binaries. The only catch is, that if you use third party binaries, there may be a licensing issue but you'd have to check with the developers of the third party software (e.g. a referenced DLL in your application)
So .. grab your free copy of VS Express here :
http://www.microsoft.com/visualstudio/eng/products/visual-studio-2010-express[
^] ...
and start coding !! :)