Rinse Aid is a liquid you put in the dishwasher to help the rinsing water drain off before drying - it helps to prevent droplets remaing on the dishes. There's usually a little door for it next to the detergent dispenser.
Wikipedia says of it...
"Rinse aid (sometimes called rinse agent) contains surfactants that uses Marangoni stress to prevent droplet formation, so that it drains from the surfaces in thin sheets, rather than forming droplets.
The benefits of using it are that it prevents "spotting" on glassware (caused by droplets of water drying and leaving behind dissolved limescale minerals), and can also improve drying performance as there is less water remaining to be dried."
The filters are in the lower part of the machine and are easily removed - their job is to trap food debris to prevent it jamming up the drain pump below.
Make sure you put dishwasher salt in the machine too.
Peccavi, January 2010