The ornamental trees that should be protected with burlap in the winter are Japanese Maples, especially the ones planted this past season.
The best way to protect this tender tree is to water well into the fall. After its leaves have dropped put 4 wooden stakes in the ground around the perimeter of the tree and then wrap the stakes with burlap to create a screen. The stakes should be about 1.5′ to 2′ away from the trunk.
We still want the tree to get the snow cover but want to protect the tree from the winter wind until its roots are firmly established. This should only need to be done for the first 2 years.