PROTECT usually appears when the positive and negative terminals are somehow touching each other. In some cases, removing all of the connections and re-inserting them will solve the issue. It's rare, but sometimes a wire gets inadvertently pulled out, and rests against the opposite terminal - and this could cause that message to appear.
I have a Samsung HT-Z310T DVD player which has stopped working. When I switch it on it begins to start up, then a PROTECT message comes up on the screen and it shuts down!!??