if you're just learning, this forum (or any forum, for that matter) is the WRONG source for primary information. I say this because this forum is filled with members who have their own bias about what is considered tuning and what truly adds to performance. There are members here (myself included) who focus on things that interest them and act accordingly.
Chances are, no ONE member will be able to help you with what you want, and of the members that can help you, not all of them have a definite idea of what they're doing. Trial and error is a great learning tool, but it is also bad because you can repeat bad habits if you learn through trial and error.
if you want to learn about the TERMS which people unfortunately fling around but have no idea what they mean, I suggest picking up a copy of the Road and Track Automotive Dictionary...you can get it at Amazon for $15.
once you learn what everything means as well as how the different components of the automobile function, then you can safely read SuperStreet or Sport Compact Car - but read carefully. Also, the tuning parts that you can find at your local automotive parts store (i.e., PepBoys, Autozone, etc) are completely BS. When was the last time a neon shift-knob helped to win an F1, NASCAR or CART race?
BEFORE you start 'tuning' your car, I'd suggest that before you spend money on an exhaust or intake or HID's, you should take a performance driving class on a track.
In Southern California, there are track days throughout the year at Buttonwillow and Willow Springs and even Laguna Seca. Sure, they cost money, but a $200 day on the track driving your car at its limit is worth so much more than a CAI.
LEARN how to drive. LEARN your limits. LEARN what you need to improve upon. SPEND your money wisely.
You'll be surprised how good the Protege5 is as a stock vehicle once you've learned what its limits are and apply your own driving limits accordingly.
I personally believe that the Protege5 is a well-balanced car and needs no improvement...well, maybe wider tires (205's instead of 195's) but those will come in due time.
remember: fast cars are for slow drivers but a fast driver can drive any car quickly and effectively.