Hearing the words, "The application for relief is hereby denied" and/or "You are hereby ordered removed to." is usually devastating to a person at the end of the Immigration Court proceedings. Just because you receive an unfavorable decision before the Immigration Judge doesn't mean your case is over. An appeal is usually available to the next higher administrative level.
The Board of Immigration Appeals ("BIA") is the appellate division of the Executive Office for Immigration Review. The BIA is the proverbial last stop in the formal administrative process before possible removal. As such, it is the final administrative opportunity for a person facing proceedings to make his or her case to avoid removal. If you feel that the Immigration Judge made an error of law or misinterpreted the facts of your case, you may feel compelled to file an appeal to the BIA to review the Judge's decision.