The instrument is called an anchor. It is always used to prevent vessels not to drift due to wind or current. There are two types of anchors, the temporary one and the permanent one. Follow http://en.wikipedia.org/wiki/Anchor for more information.
However, some ships use surface buoys on their anchors (as stated above) in which case they are surface anchor buoys. The buoy allows a ship to visually spot the anchor/chain which acts as anchor for the ship.