What I want is to ensure that my app always connects only to my server (https).
If someone puts https proxy in the middle it's possible to intercept all the
communication. Yes, so the user will get cert warning prompt but it never stops
anybody from clicking OK. I wonder whether if it's possible for my app (Flex 3)
to check that SSL certificate is the correct one and refuse working if not?

My guess is not since all SSL is handled by the browser but it never hurts to
ask... maybe some Javascript gimmick could work?