Make the first rule of the forward chain be this:
Connection-state=established,related action=fast track-connection
Ok. So. This looks like something I do in telnet. So far I've done everything in the GUI.
Do you have the roadmap to these settings?
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You can open a terminal window in Winbox if you like - that will give you a command line, but the Mikrotik command line syntax is mapped to the same structure as Winbox, so you can easily do the same thing in Winbox directly. (On the forums, we tend to give advice using command line commands because it's easier to just give the commands that way instead of saying click this, click that, etc)
In Winbox, just go into the firewall rules, click the + to add a new rule, and then fill out the fields with the values from the command I gave:
connection-state=established related (both checkboxes)
chain = forward
action=fasttrack-connection
Then add the rule and finally, drag it to the top of the list, at least until it's the first rule of the forward chain (input rules before it in the list won't matter)