After Enable Protect,
Error 403 Forbidden -
"You don't have permission to access / on this server."
In the description say "Please check carefully the configuration before enabling protection! If the default permission mask isn't correct for your server WordPress will stop working, and you'll need to restore the correct permission manually." but it isnt sufficiently specific about how it should be configured.
Is impossible fix this through ftp access. I login via SSH (putty) and then restored permission of all folder with chmod command.