Although you have successfully extracted the biodiesel layer, there may still be a small amount of water present. To remove what is left of this contaminant, chemists often add a drying agent (magnesium sulfate, MgSO4, in this case). Remaining water molecules will be attracted to the drying agent (think back to what you learned about intermolecular forces in the Polymers experiments).
Watch the video and record your observations in your lab notebook.