It is said that with every mitzvah, every good deed that he performs, a man creates an angel.
In order to understand this, it is necessary to envisage each such act, or prayer, as being an operation on two levels.
The first level is behavioral; it is the initiating or bringing about or completing of a transformation–no matter how small–in the physical world.
The other level is spiritual and involves the thoughts, feelings, emotions, and mystical meditations that should accompany the performance of the external act.
These spiritual actions coalesce and form a discrete spiritual entity, which possesses objective reality, and which, in turn, creates an angel in the World of Formation.
Thus, by means of the mitzvot he performs, man extends the realm in which his activity is effective from the lower to the upper worlds.
He creates angels, which are, in a manner of speaking, his messengers in the higher worlds.
Whereas a newly created angel retains its essential bond with its human originator in the World of Action, it acquires reality only in the World of Formation.
In this way, the spiritual content of the holy deed, by becoming an angel, rises and initiates changes in the upper worlds, and especially in the World of Formation, the world immediately superior to our own.
In fact, the nature of the World of Formation is determined by the relationships between the angels and between them and the worlds above them, and they, in turn, influence these higher worlds too.
–Rabbi Adin Steinsaltz
From "Worlds, Angels and Men" in The Strife of the Spirit by Rabbi Adin Steinsaltz