Harry Potter: Lily's protection?

Okay for school I need to do a book report on a book and I chose Harry Potter and the Deathly Hallows. In my report I need to explain what Lily's protection is and I'm kind of confused. If Lily's protection prevented Harry from dying when he was a baby, why couldn't it protect him from dying later on? Like in the cemetery in GoF why was Harry worried of being killed if Lily's protection was still there. Also how could Voldemort get near Harry (in the cemetery, and at the end when Voldemort was going to kill Harry in the forest) when Harry had Lily's protection. Sorry if I don't make sense, I just need a thorough explanation of what Lily's protection did for Harry. Thanks :)