Parham, you ask excellent questions. Unfortunately there isn't an easy yes/no to them. The only way to answer them is to read the specific license granted to you which enumerates all the rights and priviledges. The line you quote does not grant you unlimited use, it is in fact limited to the specific program as features of that program. Most license agreements wil specifically state that you may not modify, redistribute, reverse engineer, etc... They will also state specifically what rights you do have. Basically all of your questions were compiled into this one: "so, when i buy a game, i can use it's effects, because i payed for it, i don't think anything is wrong with that, is it?" The answer is not a simple yes/no. You can use the effects only as described specifically (not implied or inferred) in the license agreement, and not because you payed for it, but because the owner granted you those limited rights. In general, if the license doesn't specifically say you can do something, you have not been given permission by the owner.
Another item of note is that the consumer has not bought the program, they have purchased a license to use the program in the limited capacity as detailed in the end user license agreement. For most people this is only a semantic difference. Legally, it is a significant difference which is brought in the open with your questions.
As far as laws applying, most countries (I do not know if Iran is included) recognize the copyright laws of the country of origin. So something you produce in Iran will be governed by the laws of your country and the other countries would recognize those laws as being applicable in any legal cases surrounding your copyright.
PS: bboyer, I apologize for continuing on this topic, but questions were asked in specific reference to copyright.