Confusion about the word 'dhamma'?

What does the word '*dhamma*' mean when the Buddha said '*sabbe dhamma annatta'.* I am being confused here. I looked through the translation. It reads '**all conditioned/unconditioned things are not-self**'. Isn't the word *sankara* used for conditioned things. The word *dhamma* in my native language literally means '**religion**'. Also I checked Wikipedia for the word *dhamma*. The Wiki gives similar meaning as '*religion*' in context of **Hinduism** but not clear on Buddhist use of the word. My question is whats translation of word '*dhamma*' and in what context is it used in line '*sabbe dhamma annatta'*?