It means that you are a leaf and are only connected to 3-4 "ultrapeer" computers. Ultrapeers are just normal computers running a Gnutella client, but typically with lots of bandwidth and resources. Ultrapeers are usually connected to around 50 leaves and handle all their searches and incoming queries. You only handle your own. This saves you much bandwidth and system resources. This also means that the Statistics window is a complete lie, unless you're an ultrapeer (even still not very accurate).

So, in turn, you only get incoming queries that the Ultrapeer is forwarding to you, which always match with a file you have. If you share no files (freeload) then you get no incoming queries in the monitor box. If you share a few hundred files, you'll get plenty of incoming queries. Hope this clears it up.