Change between Menu and In-Game -> Appstates, Gamestates - Confused

@pspeed
Thank you for this tip.
I looked through your Asteroid Panic code a little bit.
That made things clearer.

@normen
I know that JME does not force me to do it in some way. I used to write GameState classes on my own, but I saw JME has something for that and therefore wanted to know which of them (GameState, AppState) should be used and how.