Neutrons lose their energy mostly by colliding with protons in the nucleus of hydrogen atoms. When a neutron has lost enough energy, it can be "captured" by a nucleus making the target atom radioactive. The radioactive atoms then emit alpha, beta, or gamma radiation in their attempt to become more stable.
Certain elements have a high affinity for capturing slowed down neutrons. Such elements are used in control rods in commercial nuclear reactors—which is described in further detail in Unit 3.