Basically, you play a move that doesn't improve your position, but stops your opponent from making a certain move that would improve his position. In other words, when you see an unpleasant and/or annoying move that your opponent could make, you would take a turn to prevent that move from ever occurring. For example, players often play h3 (as White) in the Ruy Lopez to prevent a possible ...Bg4, which leads to annoying pin on White's knight on f3.
http://en.wikipedia.org/wiki/Prophylaxis_%28chess%29
I recently came across this term "Prophylaxis" from a chess book I borrowed from the library. I said that it meant: "defending before the opponent attacks you..." or something. I'm still not quite sure what it means, I'm a bit confused. Can anyone shed some light on this term? Thanks very much.