Remove the covers in the morning, once the frost has thawed, to let the light and fresh air back in, and to prevent overheating by the sun. For smaller individual plants you can use glass jars, milk jugs with the bottom removed, paper cups upside down flower pots as heat traps. Don't forget to remove these covers in the morning. You can collect heat during the day by painting plastic milk jugs black and filling them with water. Place them around your plants where they will collect heat during the day.
Water loses heat more slowly than either soil or air.
This collected heat will radiate out throughout the night. Potted plants are particularly susceptible to frosts because the roots are also unprotected. If you are unable to move your container plants indoors or under cover remember to also wrap the pot in burlap or bubble wrap, or simply bury the pot in soil in addition to protecting the foliage. If your efforts were too late, or too little to protect your plants from a frost resist the urge to cut off the damaged parts of the plants. To a certain extent, these dead leaves and stems will provide limited insulation from further frost damage.