The net effect of this is to convert protons (Hydrogen nuclei) into 4He nuclei, along with energetic particles such as photons which reach us here on earth.
When the hydrogen fuel is depleted, the star will start to collapse again. At some stage helium burning will begin to occur:
The gravitational collapse is then once more balanced by the heat pressure exerted from these fusion reactions. When the 4He fuel runs out, gravitational collapse again takes over. There is a point in this collapse when the star will expand, and the star becomes what is called a red giant. However, as the nuclear fires subside, the star cools and subsequently shrinks. What happens after this depends on the initial mass of the star.