I saw a TV documentary awhile back about kidney disease. They explained how the podocyte cells are clustered among a glob of tiny blood vessels. Blood enters through these blood vessels and the podocyte cells filter the waste products to be flushed out of the body.
Sometimes, when the kidney becomes diseased, proteins are able to get through the filtration system and they are flushed away in the urine. Normally, proteins are needed in the body so when they are allowed to pass out of the body, it's not a good thing.