A configuration quesiton

[david]

Friends

Recently, some product I want to use on my Windows box inside the NAT 
suggested that for better performance, I should

 " The Minimum requirement is to open up outgoing TCP port 80. In order to 
achieve the best quality, also open up outgoing UDP for all ports in 
stateful mode, so that replies to sent UDP packets are let in."

I guess this means that if one of my inside computers (inside my 
Masquerading network) sends a UDP message to someone, the Linux 
firewall-NAT should remember the outgoing event, and allow the reply back 
and route it back to the inside machine that sent it.

Does this constitute a security problem?

How do I accomplish this?

David Kurn