Did you add Protectfly before you ordered the domain you want to use it on? That seems to be the only way it works for me.
there is a checkbox when you buy the domains, I just got a load of transfered domains so I gotta turn it on for mine, I will let you know how I do it.
I did check the box, but now I'm lost. I used to be able to turn them on just by clicking on the red "x".
Click on your domain name, then Domain Contact Information >>> configure From there a message says "ProtectFly enabled," but if disabled allowing to turn on the protection.