Ever seen the label on a wine bottle that says 'Contains Sulfites' and wondered what that means? Well if you did you should probably have looked it up, maybe in a Wikipedia article. That's what I did.
Long story short, sulfites (also sulphites) are the name for many kinds of compounds containing the sulfite ion, many of which have the capacity to combat bacteria, specifically the kind that would create bad flavors in wine. There are a couple times that sulfites can be added. The first is in the initial picking process. Fresh grapes can be treated with sulfite compounds to kill bacteria and other unwanted yeast strains prior to being crushed and worked. Also, as I mentioned sulfites can kill yeast, this property is good for stabilizing a wine as it's being bottled. Even if no extra sulfites are added grapes still naturally produce a small amount, as do many other things.
Now that you know what it's for, why should you care? Some people have a reaction to sulfites similar to an allergy, with symptoms like itchy skin, headaches, and difficulty breathing.
I expect that the cabernet sauvignon concentrate that I bought used sulfites to keep it from spoiling before I got it. The only way to be sure that no extra sulfites are added is to be in control of the whole process from picking to bottling.
For further reading I recommend this article by Bill Zacharkiw