if ($event eq 'JOIN') {  # indent your code.  It doesn't matter if you use tabs, 2 spaces, or 4 spaces per level, with GNU or K&R or any other bracketing.  Just pick a style and use it.

open (PROTECTED, "$protected");  
# two element open.  Global file handle in use.  No error checking.  Unnecessary stringification.

@protected = <PROTECTED>;  # You are leaving line endings on your list items.  Is this what you meant to do?  This probably why what you have now isn't working.

close(PROTECTED);  # no error checking.

for $_ (@protected) {  #WTF?  No need to add $_ to for declaration.

if ($_ eq $user[0]) {

#  Do you really need to override prototypes on your function called sock? &subroutine() has a specific meaning.  See perlsub for more info.  sock() is not very descriptive as function names go.  Try something like send_message() or send_message_to_client().
&sock("PRIVMSG $tag

:$user[0] Is A Protected User! $_");
# If you want to have multiline variables, use a heredoc.  Otherwise construct them.  Dangling lines like this is asking for trouble.  
}

}

}