A protection module includes a protective cover having a first main body and an elastic arm, and a cover removing tool having a second main body, at least one elastic engaging pin and a release pin. The first main body has at least one engaging slot and a retaining slot; the elastic arm has a free front end with at least one beveled slot. The release pin is longer than the elastic engaging pin and has a thickness larger than a height of two raised portions in a socket of the data transmission connector, and has an acute-angled beveled free end. The elastic engaging pin has a cross-sectional shape corresponding to the engaging slot and has a free end with a retaining block. The protective cover is plugged into the data transmission connector for protecting the same against damages caused by maliciously applied force or improper use of it.