Glaciers can cause quite a few climate changes. On a small, local level, as glacier ice melts during the summertime, it cools the air around the glacier. This can cause temperatures to be quite chilly even during the hottest days of the year.
On a larger scale, an ice sheet (which is basically a particularly large glacier), like the Greenland or Antarctic ice sheets or the North American ice sheet which existed during the last ice age, cause more significant climate changes. They cause the local cooling mentioned above, but they are also tall enough to extend high into the atmosphere, where the temperature is cooler. This can amount to a 10 degree C difference between the top surface of a tall ice sheet and the temperature at sea level. Ice sheets also block winds, which must flow around them.
On an even larger scale, ice and snow can change the climate of the whole planet! Ice and snow are white; thus, they reflect a lot more sunlight than the darker ground. If more sunlight is reflected, less is absorbed to heat the Earth. Thus, the presence of ice causes the Earth to be cooler than if it were ice-free.
But notice that adding a little ice causes the Earth to cool. A cooler Earth will have more ice. More ice means an even cooler Earth, and so on. This is a "positive feedback", and, if uncontrolled, could cause a runaway reaction, which wouldn't stop until the entire planet was frozen over! Conversely, if we reduce the ice cover, we warm the earth, causing less ice, and so on, running away the other direction. There are other processes going on which stop this from happening, but these feedbacks are an important part of figuring out what Earth's climate was like in the past, and what it might become in the future, due to global warming and so on.
Try the links in the MadSci Library for more information on Earth Sciences.