This is where the Sacrament of Penance takes place. The reason we do this is because Jesus asks us to live good lives but sometimes we don't. To help us Jesus gave his Apostles the authority to forgive sins on His behalf and this has been handed down to priests.
The grille (metal screen) is there to allow people to come to Confession in complete privacy.
The format for the sacrament of Penance is as follows:
Sign of the Cross.
Bless me Father for I have sinned, it is _____ since my last confession.
Tell sins and then the priest will give Penance. This will usually be prayers but may also require the person to do something. Then the person says the Act of Sorrow.
Oh my God, I am sorry for all my sins,
for not loving others and not loving you,
help me to live like Jesus and not sin again.
Amen.
Then the priest gives Absolution:
God the Father loves you and forgives you. Through the ministry of the Church I absolve you of your sins, in the name of the Father and of the Son and of the Holy Spirit. Amen.