Hi Navid
Please check first, if the settings for userdefined Workflows are activated.
You check this in the Central Administration --> Application... There you will find Workflowsettings. Here has to be activated userdefined Workflows.
Then start the designer --> open the website (File --> Website open) and then File --> New --> Workflow.
If all this has not worked fine, then delete the Sharepoint Designer from your System and install it a second time, or install the Sharepoint designer test version from the micorsoft download site. This one works fine.
one more thing is that have you installed .Net 3 on the same machine as SharePoint Designer?
You'll need the Workflow Foundation component in it to create custom workflow solutions
Madhuri
http://www.ggktech.com