Linux firewall configuration

Some questions about the default firewall configuration. The rules are
the following:

Chain INPUT (policy ACCEPT)
target prot opt source destination
RH-Firewall-1-INPUT all -- anywhere anywhere

Chain FORWARD (policy ACCEPT)
target prot opt source destination
RH-Firewall-1-INPUT all -- anywhere anywhere

Chain OUTPUT (policy ACCEPT)
target prot opt source destination

Chain RH-Firewall-1-INPUT (2 references)
target prot opt source destination
ACCEPT all -- anywhere anywhere
ACCEPT icmp -- anywhere anywhere icmp any
ACCEPT ipv6-crypt-- anywhere anywhere
ACCEPT ipv6-auth-- anywhere anywhere
ACCEPT udp -- anywhere 224.0.0.251 udp
dpt:5353
ACCEPT udp -- anywhere anywhere udp
dpt:ipp
ACCEPT all -- anywhere anywhere state
RELATED,ESTABLISHED
REJECT all -- anywhere anywhere
reject-with icmp-host-prohibited


I basically don't understand the first rule in the RH-Firewall-1-INPUT
chain. It says "ACCEPT everything", then all the packets should match
that rule and stop the checking, isn't it?
And I don't understand either the one with the "state
RELATED,ESTABLISHED", what does it mean?

I would like to configure some rules to permit the MSN messenger and
emule services, does anyone know the ports and protocols that use
these services ?

Thanks a lot!