This quote comes from Hamlet, Act 3, scene 2, line 254 line accuracy may differ in varying versions of the play. During the time of Shakespeare, the word protest meant vow or declare solemnly rather than deny. In this manner, Gertrude is making a comment about the Player Queens overzealous attachment to the Player King rather than a denial of guilt. The quote is Gertrudes response to Hamlets asking her if she is enjoying the play.