Thats a wheel spacer to make you wheels stick out more. You don't need to have these fitted, and I personally wouldn't fit them either!
looking at the grime on that spacer, it looks like the wheel isnt fitting perfectly flush to it.
If i were you, id remove all your wheels, bin the spacers and give the mounting face of the alloys a good wash and wirebrush.
Do the same to the mounting face of the hub and refit with correct nuts.
I do my wheel nuts up to as tight as i can by hand with the standard vehicle wheel brace, this is plenty and i've never had a wheel nut come loose.