Welcome to JustAnswer!
I am Pete, and I'll be happy to answer your question.
The Sharp Stereo system will go into "Protect" mode when a fault is detected with the amplifier or speaker wiring. This is to protect the system against any potential damage.
If you have external speakers connected, try removing them, then turn the system on. The "Protect" message should be gone.
Now turn the system off again and carefully connect the speakers - ensure the wiring is in good condition and there are no stray strands shorting out. Turn the system on again and all should be good.