I assume you mean the speaker grilles, usually made out of cloth, but sometimes metal (usually on cheap speakers). Its just for protecting the drive units really. I took the grilles straight off my speakers.
The grille has a few functions mostly it's to protect the drivers from curious fingers, dust etc and to improve the look of the speakers. On some speakers the speaker grille is an integral part of the speaker design and shouldn't be removed when listening. Some people prefer listening to their speakers without the grilles as they feel it can muffle the higher frequencies.