Ah...yes, you want the 200 ohm setting and 4 ohms is perfect. I believe the next symbol you are referring to is diode check and not needed for this.
Do you have the manual? Normally protect mode occurs when there is an overload of the internal circuit caused by a short in the speaker or wiring. Do you have the sub direct connected to the stereo head unit or does it go through an amp first? The "sub" output is typically designed to be used with an amp and is simply a pre-output and won't power a sub by itself. I'll check your manual for you...
Edit: yep, that's your problem. You need an amp