Millions beg for protective cover (4)
I believe the answer is:
mask
'protective cover' is the definition.
'millions beg' is the wordplay.
'millions' becomes 'm' (abbreviation).
'beg' becomes 'ask'.
'm'+'ask'='MASK'
'for' is the link.
(Other definitions for mask that I've seen before include "Face covering; disguise" , "One hiding, protecting face" , "Cover for the face" , "Conceal" , "Camouflage" .)