It is nothing to worry about. mDNS, or Avahi, or Zeroconf as it is variously called, or Bonjour as it is known in the Apple world is a protocol to enable devices to discover services on other computers. You are just seeing the chatter between the devices on your network. Disable the reports in your interactive firewall and you can stop worrying.
In your firewall settings in Mageia Control Cente you will see a tick box labelled 'Network Services autodiscovery (zeroconf) If you tick the box your computer will be able to discover services on other devices. So for example in Dolphin or Konqueror you can put remote:/ in the URL line and see and browse remote services on other computers
http://en.wikipedia.org/wiki/Zero_configuration_networking