Brake Rotor Cover thingy?, pics... Options

[946thGenGT]

So I was driving along with my window down and I started hearing this weird grinding rattling type noise... It was only when I was moving and wasn't related to engine RPMs, so anyways I got home and had my dad listen while I drove the car by and he said it was coming from my front left wheel. Sure enough, we look inside and see this:



So we take the wheel off and out pops this big piece of metal that was once part of the brake rotor cover...



Took a pic from behind the rotor too...



Anyways... was just going to ask if you guys knew A) what the exact name for this part is, B) how much will it cost, C) will it be tough to replace?

Also, anyone had this happen to them? Should I replace all four if I'm replacing this one? The others didn't look too bad from the outside.