Pets will try to protect the people that care for and love them. Unfortunately, they can vulnerable to attack just as we are. I forgot this fact and lost my first cat to a magickal attack about 4 years ago. Something broke through my shielding (very quietly), was going to attack me or my lover. The attack would have been fatal to one or both of us. Our cat, Veda, intercepted the attack. We found him dead the next morning. It was bad enough to loose our child but to know that I was responsible was even worse ... had I thought to tell him not to interfere he would still be alive.
When protecting pets you need to do four things
Explain to them what you are doing and why you are doing it
Tell them never to try to intercept a magickal attack
Put shields on the pet(s)
Create a magickally secure special area or areas where they can go if something does get through
Pets will listen and understand. I find it helps to look them directly in the eye and think the message at them as well as saying it outloud. (To think to an animal you need to lower your thought frequency down a little.) I also always include them specifically when listing things in the house to protect. After you have explained things to them put a shield on them. Go to a spot in your house (perhaps in your temple area if you have one or a favorite spot of the pet), consecrate the area and put hevay shields on it. I keep about five safe spots for the cats we have, each spot is heavily shielded through non-physical and physical means. I have instructed my cats to run to these places if something does get through my shielding. I also specifically forbade them to intercept any type of magickal attack. (I know, you should not forbid anyone to do anything but I think in this instance I am justified. I will not let another pet sacrifice himself for my behalf - I will die first!)
Non-physical protections are the easiest to put on pets. If you search various stores, you may be able to find small protective symbols which you could put on a colar after added extra protections to it. I would think that you could also find earrings which would do the job or some small pendant. Herbs and crystals are more difficult to put on a pet. In addition to your work, you can ask for protection from specific deities associated with your type of pet. For example, cat owners may call for assistance from Bast. I have also used St. Francis as protector of all animals. You can also ask for special protection for your pets from the "God" and "Goddess" if you do not wish to call on a specific deity.
I find that the best time to perform magickal house protection is the new moon (1st time) or full moon (re-energizing the protections). It is best to turn off your phones and beepers while doing this. For some reason, people just tend to call while you are doing some magickal working (it is sort of like the phone ringing every time you get in the shower). It is also helpful to have some type of music playing softly in the background. (I like Gregorian Chant or Temple Bells and if I am in a really fun mood "They Might Be Giants" Flood album is a lot of fun to work with.) In addition, I find that later you wait to being the better things go, ie start about 10 pm or midnight. These are only observations and opinion. You do not have to do this on the night of the new moon, between the hours of 8:33 and 11:33 pm, using your sword - wand - athame -staff - chalice, saying exact phrases and making certain gestures. All of these things help to focus you while working magick but they are by no means required. (Note, some schools will disagree with me on this statement since there are some who believe that you must do everything according to a predefined script. Each person has to find what works for them.)
Well, this pretty much concludes an introduction to magickal protection. As you can tell, I take magickal protection very seriously. Magickal protection can take many different forms and can bet set in a variety of ways.