[So what is the difference between incoming and outgoing hosts?they seem bi-directionnal to me...]
You see, if you permit incoming connections, your ip adress is broadcasted under some circumstances, so other people could find you and ask if they may connect to you. Outgoing is likewise if you ask other people :). Once established there is no difference, surely both are bidirectional.

[why do so many people don't accept "incomming" connections?]
If you are firewalled you are restricted to 'outgoing', for your firewall will 'swallow' all incoming requests.

[Is there a program that lets you limit to 3 in and 3 out instead of all in or all out?]
No, as far as I know not. But what for, for there is no difference anymore when established?

[Thanks for sharing your knowledge!]
Me? Knowledge? Good joke, tell another :-).

Greetings...