Q: Backing up apps that arent in my itunes library?

Hello. This has been happening for quite some time and im curious why. When i back up my phone, a window pops up that says something like "There are apps on your phone that have not been backed up yet, would you like to back them up" and in small print it says something like "These apps will not restore to your phone unless they are in your itunes library" Now, this happens every time i back up and i havent added any new apps in forever, so that always caught my attention. Also, how would i know what apps they are referring too and why would they have to be in my itunes library? Thanks.

One more thing, if im going to get a new phone, do i just "Backup" my phone? Do i need to sync before i get a new phone? The syncing thing always kind of confused me since it seems like backing up covers everything. As a matter of fact, the last time i backed up my phone, i synced and i lost all of my notes and im not sure why.

Thanks.