Having unprotected sex. A glove is slang for condom.
Me: Hey bro I heard you went out with Vero last night?
Nesio: Yeah I needed that ASAP!
Me: What did you end up doing?
Nesio: I got up in that deep, gloveless too!
Me: No! Did you bust inside of that?
Nesio: Yeah 2 times. I love her dick what can I say.