Protoss are supposedly immune to infestation, due to protection from the fortitude of the Khala or powers of the Void, as well as an inherent genetic incompatibility between the two races.
An experiment conducted by PAX with an advanced strain of creep however, did result in the "infestation" of a zealot, despite the immunity, due to a disruption of the Khala provided. This zealot retained the ability to manifest his psi blade.
In 2502, the protoss scientific organization, PAX, conducted an experiment in which they used a virus to destroy creep and thus hopefully destroy the zerg. However, they lost control of the sample, which "infested" a zealot, Ruom. One of the scientists claimed he had been "infested," despite the protection afforded by the Khala.
The following section contains information from a previous version of StarCraft II which is no longer valid.
Infested protoss were special spawned StarCraft II units produced from infested protoss buildings, courtesy of the infestor. Before their removal, they were subject to balancing as while the infested marine could (and still can) inflict damage instantly due to its ranged attack, infested protoss had to move in to close range to deal damage, similar in principle to an "infested zealot". They have been removed from StarCraft II.
Infested protoss were removed from the game due to lore reasons; Chris Metzen has said "there are no infested protoss, period" and Dustin Browder has said "based on the lore, the Protoss do not become infested. The combination of the two result in a hybrid race". However, Blizzard has also contradicted this statement.