Wood Burning Stove as Fireplace...Please help?

My husband and I just finished building a house back in July. We had a wood burning stove insert put in, (looks just like any other fireplace because its in the same spot, but has a handle on it). My husband said that the regular fireplaces don't put out any heat. Anyway,today it was really cold so he decided to light it up. When he got down there to light it, there were two boards when he stuck his hand up into the fireplace. They seem like sheetrock to me and I umed that it was put there to block wind from getting in to the house, but nevertheless, there were two of them. We pulled the out because we figured, "great we saw these before starting the fire so it wouldn't burn anything up". He got online afterwards...I know I know....and saw something about it as supposed to be in. If anybody knows about this sort of thing, please help. What have we done?