Everything I'm about to say is basically a paraphrase of such an event, because I've only been to two weddings in my entire life (I don't like them much, if you can't tell by that astounding low number already) and it didn't happen - both times the brides insisted not to be subjected to it and the robbers played nice. I think it may have some roots in our folk history - where the wedding was a complex ceremony in everything it involves, from courtship and the wedding procession to music and customs, but I won't get into any of that - but in our modern times it's more of a punkish surviving "tradition", which the lads (outside the groom, of course, who is the victim) are most of the times itching to do it.
So basically late during the wedding party, the bride is "stolen" and the groom has to make a "deal" or some gesture to get her back. Everything is symbolic, of course, it doesn't go as far as actual kidnapping (well, in our country it may still depend on the wedding

) and I can only assume it's meant for the groom to exhibit his new authority skills, act like a real man or something like that. The exchange can also be symbolic, like a gift or a trade in return for the bride.
The reason why I call it annoying is because a) I would absolutely hate for it to happen to me and I would also expect my future wife (
here I go again 
) to also not put up with it either and b) it adds up to the "rituals" during a wedding that I find to tell more about how the whole party is more about the guests having their own way (because it's, like, "tradition", man) rather than the wedded ones being the highlight of the event (and respected as such).