Windows Mail often forgets the password if you click Apply in the same
session
that you use to put the checkmark before the option to remember it.

Go back to the window where you applied the checkmark, but leave it
there so clicking Apply wont cause problems.  Click at the end of the dots
for the password, then backspace over them, then type the password,
then click Apply, then OK.

I don't know what you mean by "delete protect folder."

Which antivirus program are you running? Some of them are not
compatible with Windows Mail.