When a protein is changed in shape and "unfolded", it is said to be denatured. This can occur in a number of ways, from a change in environmental factors (i.e. high/low temperature) to the addition of different chemicals (i.e. solvents), causing breaking and changing of integral bonds within the protein.
Denaturing is particularly important to consider when studying enzymes- If a protein's active site is changed so that it is no longer complementary to it's substrate then it cannot carry out it's function correctly.
Alberts, B. Johnson, A. Lewis, J. Raff, M. Roberts, K. Walter, P (2008). Molecular biology of the cell. 5th ed. New York: Garland Science. 130.