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Solution gave by wilden it´s bad because with it, you can´t customize Protector for every sites than you have it.
So, anyway, if you want it, you can do it.
Other way i think it it´s really easy. Install a site with lib&data folders inside, once in a time you had installed, copy all contents inside those folders & paste to lib&data folders than will be outside the root. Change paths on mainfile & all can work with these mods... i think, not sure, but it must work...
Try it!!! It´s Free !!!
Regards.