This is the definition of "protect" from the rulebook. I included "cannot be" since the definition refernced it:
Protect
Protect allows cards to be unaffected by specified special abilities. (See Cannot be).
Cannot be
This is a protect ability. Cannot be taken prisoner, discarded, removed from the game, captured, or converted limits or protects the potential targets of the ability, just as ignore or immune or protect limits or protects the potential targets of the ability. For example, Elizabeth Elisabeths special ability, “cannot be taken prisoner,” could be understood as “immune to capture.” “Cannot be” does not “prevent” or “negate” anything. It only limits the potential targets of a special ability. An Evil Character blocking Elizabeth Elisabeth could still use Net to capture a Hero other than Elizabeth Elisabeth. Note: If the special ability of a card includes the words “cannot” or “may not” WITHOUT the word “be”, then this is a type of prevent. For instance, if a card states that Heroes may not band, this is not a protect, but a prevent because of the lack of the word” be”. Heroes would be PREVENTED from banding.