Thanks for writing. Wrapping your plants in burlap can help prevent windburn or sunscald if your plants are growing up against the side of a wall or building.
Just as importantly, be sure your plants are well watered this fall. They'll get through the winter much better if they have plenty of moisture reserves stored up before the soil freezes. I'm not sure what your weather patterns have been like lately, but if you've not been getting rain, I'd definitely start watering them now until the end of the season.
---Justin, Senior Garden Editor, BHG.com