Okay, I guess I just needed to put a little more thought into this...
or perhaps have another cup of coffee.

The solution, or my solution, was to add the following:
iptables -A INPUT -i eth0 -p UDP --sport domain -m state --state
NEW,ESTABLISHED -j ACCEPT
iptables -A INPUT -i eth0 -p TCP --sport domain -m state --state
NEW,ESTABLISHED -j ACCEPT
iptables -A OUTPUT -o eth0 -p UDP --dport domain -m state --state
NEW,ESTABLISHED -j ACCEPT
iptables -A OUTPUT -o eth0 -p TCP --dport domain -m state --state
NEW,ESTABLISHED -j ACCEPT