"Can harm actually be done to you in the astral?"
Yes, you can die there. Both physical death and a more permanent form of spiritual disintegration, if the opponent is strong and skilled enough, are possible. Most people don't have a big problem with being attacked very often. It all depends on how you conduct yourself and where you go. Also, I've noticed that negative disturbances while astral are sometimes attracted to people who retain negative energies due to lack of purification (if you're depressed or angry a lot etc. then that could potentially attract some negative things to you). I had lots of trouble with psychic/astral attacks for a long time because of how I conducted myself while astral, who/what I hung around with astrally and physically, and all the stored emotional negativity in me didn't help matters either.
"If so, how can u protect your self?"
You spend hours and hours reinforcing visualized astral/mental defense systems, including force fields, guns, missiles, fire balls, and anything else your own creativity can come up with. Just power up with the appropriate phase of energy you need to create something (suck it in/inhale it into your body/consciousness) and exhale it/spray it out into your chosen form/structure (the one that you are creating at that time) while concentrating on that form and its properties. If you're making an astral gun for yourself, then visualize that and use a suitable phase of energy to create it (fire for defense, water for healing etc). See the section on my site for more info on basic energy working. Some people use astral swords and such, and that's also a good thing to know how to do since if you create a 'fire ball' and throw it at something that is good at stopping long-range attacks of that intensity, then it might be necessary to defend yourself more directly (i.e. Your Will against His) in order to escape. The only thing limiting you in what you can create is your own imagination, and your particular skills with energy. Much of the real knowledge that comes from actual experience while astral is not able to be put into words very easily and usually consists of abstract feelings with meaning to them. (Which is why it's sometimes almost impossible to describe what you've learned.) But this should provide an understanding of the basic concepts. Most magickal/psychic work is a 'feel thing'. I've even heard reality itself described as simply a Feeling. And I'd have to say from my observation that it's true. If I sense another spiritual consciousness in the room with me, I usually 'feel' it before I 'see' it. Or if I'm out of my body, it 'feels' different than just traveling in my own mind. Not really a physical sensation, but sometimes similar. These sensations are hard to describe. Sometimes energy even feels different to different people; I usually sense it as an electrical buzzing (like sticking your finger in an electrical outlet only with lower voltage usually) and sometimes as air moving or cold/warmth. In my case, the faster it vibrates, the higher the frequency (usually).
"How can you project in the first place..lol. "
This answer would take a small book AGAIN heheh...so I'll make it easy- just see my site for really Really general info to start, and then try a couple books. For the extreme beginner, I recommend Robert Bruce's excellent text "Astral Dynamics." In many texts, projection starts out usually with mental visualization exercises and controlled daydreams, though Robert Bruce has you go through a series of energy exercises to prepare your energy body and trigger the projection response. In the case of other books that rely on mental visualization methods, after a while you get good at ignoring your body in favor of the mental vision, and then before you know it, you're projecting outside of your body/auric sphere of sensation. (In my opinion, preparing the energy body and triggering the projection response is a better deal though much harder to do.) Telling the difference between inside and outside takes practice, and again, it's a 'feel thing'.