It used to worry me a bit from time to time early on, but nowdays it's usually just a laugh. The people who do try tend to back down after realising that we're together, so there's no real need for it to go any further, and I don't actually recall anyone trying anything whilst knowing that she's not single.
I'm a little confused as to why some people seem to think being "protective" means not letting a girl talk to other guys? I'd be inclined to call that insecurity more than anything else. I always thought that being protective was making sure that bad things didn't happen to someone, like making sure they get home ok, stuff like that, not being some sadsack who sits in the corner and sulks for a week every time she speaks to a guy other than yourself.