GP is actually correct... Police are reactive, and unless you live next door to a busy police station, you can count on the lag time being greater than the time spent committing (individually) vast majority of crimes. In the vast majority of cases, it's about retribution (albeit justified retribution). At most, the protection is abstract (as in protection of society as a whole).
The one and only person you can count on to protect you is... you.
Now if you're a child or an invalid, your parents/family are supposed to fulfill that role as needed, but that's the only real exception.
As for your challenge? I live in the middle of nowhere. We only have the county sheriff, and they cover a *lot* of ground given their small manpower complement. Therefore, we take it on ourselves to protect ourselves. The reason we're not inundated with criminals is because a) we live remotely, but most importantly b) all of us out here are armed, and have no compunction against bearing deadly force on anyone dumb enough to commit a crime against persons or property.
Is it a perfect system? Of course not... but it's all we have, and IMHO, is still much preferable to living in a near- police/big-brother state that most densely-populated cities endure. In exchange for the freedom, we bear our own risks to an extent. *shrug*