I got "protect" when configuring my Sony. I'd hooked up one of the speakers wrong polarity.

You don't say which Sony you have, but there may be an option in the menu system to customize your speaker settings. It might think your speakers are small if you also have a sub. A quick search of the online PDF manual for my receiver says that Protector is activated when it detects a short circuit in one or more speaker. I would double check all your speaker cables/hookups.