OK, on my MP3 I am running stock Protege5 wheels for winter. Technically, that's a downsize so there should be no rubbing problems or anything like that. But on the MP3 the wheel offset is slightly different (so I hear) because of the aftermarket struts and so the stock Pro5 wheels may actually rub the strut (that is bad). I've experienced it a few times when not slowing too much for a speed bump, but not when normally driving or cornering. Sometimes I am not sure if it's the darned thunking in the rear end that everyone experiences, but I've had it happen once or twice in the front too.
I'm going to take the wheels off and inspect them to see if they are indeed scratched from rubbing the strut, but I'm just too lazy right now.
That was just some background for MP3 owners wanting to do the same. Now, to answer your question about the Pro5, the wheels wells should be identical except for the fact that the MP3 struts are a bit larger, so the wheel offset would be slightly different for the MP3. But, noting that, I believe (correct me if I am wrong) logically then, anything that would fit on the MP3 should fit on the Protege5, though not necessarily the other way around.
FYI also: A friend in a Pro5 runs 18 inch rims with 40 profile tires, and it rubs when there's a full load in his car. I'd say 17-45 would probably be OK as long as they're not too wide...