In these contexts, you can use either themselves or its shorter form them:
1. The Eskimos wear animal fur to protect them(selves) against the cold weather.
2. They should wear lead shields and follow recommended safety guideline to protect them(selves) from unnecessary exposure.
In the context below, however, you have to use them, not themselves:
3. Clean your ears to protect themselves.
4. Clean your ears to protect them.