Capturing the Opponent's Pieces
It is the the basic of shogi to catch the opponent's pieces in order to make him/her hardly attack you. This is a very effective diffencive way because gotten piece enable you to counter.
Let's see in Actual Game!
Your piece should capture the opponent's piece in this scene!
Please take a look at the figure. The player who moves first has put his/her 桂(knight) onto 5五(5e), and intends to move the 香(lance) to 4三(4c) and let it promote so as to attack.
Although you will not lose even if you ignore it, this time let's consider how to defend ourselves.

Fig.1.
This is the "Capturing the Opponent's Pieces."
△4四銀(2nd-4d-shilver) is the correct movement. The 銀(shilver) has disabled the opponent to attack you by capturing his/her 香(lance), and it is also aiming at the 桂(knight). Thanks to the 銀(shilver), your 玉(king) has became very safe. Although your opponent can attack by move his/her 金(gold general) to 6三(6c), but it is not dangerous because your 玉(king) can go to left.

Fig.2.