When you exercise, you sweat. If your palms sweat, it may make it difficult to maintain your grip on a weight bar. Although this is merely embarrassing when knocking out a set of light dumb bell curls, the results if you're doing a maximum weight bench press can be catastrophic. Rubbing chalk on your hands absorbs the sweat, allowing you to maintain a better grip. Chalk usually comes in a pouch or a ball inside a mesh for easy control and application.