What do you do with the protector in Pokemon HeartGold?

Go to Route 228. There should be a sandstorm constantly going here.

Head North a wee bit and you'll see Ace Trainer Jose. He has a Golduck and a Sandslash.

Head East a couple of steps and slide down the little ramp.

The Protector is in that little area.

To exit, hop on your bike, shift into high gear, gain some speed, and ride up the ramp.

If that's to hard, then fly somewhere.

Have fun owning with your Rhyperior.