Defense: moving to a protected square

You already know that moving is a way to defend an attacked piece.
Of course, you have to make sure that you move your piece to a safe square.

But sometimes, there are no safe squares.
Then what?
Bye bye piece?
No, there might be a way out.

Have a look at the example. It shows how you can save your piece from a tight spot. By moving it to a protected square!

What do you have to do?
Defend a piece by moving it to a protected square.