AW is a brand of batteries. I think the guy that owns the company is named Andy Wong if I remember right thus, AW.
IMR is a specific, safer, battery chemistry capable of very high discharge rates. In addition IMR batteries dont explode when shorted but they instead vent gas. An IMR battery is not in itself protected because of it's battery chemistry. It can handle the current jumps caused by most shorts without being damaged and if it is fatally damaged it doesn't blow up.
Protected batteries - They generally have much lower maximum discharge rates but have circuits that will protect the battery from being shorted and will also protect it form over discharge. Generally speaking a protected battery often has more capacity due to different chemistry. However the chemistry is not as stable as the IMR so they include protection circuits to protect the user in case of very bad shorts and other problems.