So, your question is: "How Does Islam Protect Women?" And you mentioned some examples of concerns you have. Well, the answer is as below, which essentially involves enlightening you to what Islam actually is, as opposed to what you may have seen or heard about it.
❶ - Islam does not prevent women from choosing their own husband. Islam prevents fornication and try-outs before marriage, but it does not prevent a girl from saying yes or no to any potential partner. If the correct partner is chosen, you won't be oppressed. If an incorrect partner is chosen, there is remedy in divorce instigated by the woman, which the Islamic judge can enforce on the husband. No one can blame Islam for the controlling behavior or unjust behavior of any man, because the woman has the choice whether to marry such a person or not to begin with, including to end the marriage whenever needed. When followed properly (with knowledge & insight), this results in a true partnership and a productive marriage. That is how Islam protects women in the context of marriage and freedom from oppression from the husband, as this was a major issue you brought up in your question.
❷ - Islam teaches values like not letting your eyes wander, purity, truth, patience, honor and other pure qualities which would be beneficial in a marriage, as I am sure you would agree. This is how Islam protects the woman - by making the men purified, and vice versa. Whether or not some Muslims or media reflect the true teachings of Islam is not the problem of Islam.
❸ - "Like be depended of husband? not for me, I make my own money" - Islam does not prevent any woman from working. However, the work has to be within the limits of what is promoting good and protecting them and others in society. And as a bonus, whatever money you do make belongs entirely to you, without any requirement for you to spend on even your children as that is the responsibility of the man (unless you wish to). There is to be no guilt in this as well, because it is a matter already decided by God that your money is for you, and the spending is by the man.
❹ - "men having four wives" - So what solution do you have for the ever-increasing amounts of prostitution (both paid and unpaid) around the world? None, and that is the problem which Islam solves by allowing men to marry more (as well as effective lust control). You might dislike it, but Islam is not here just to suit your demands. You might dislike that other women should be honorably married due to the shortage of men, you might dislike to accept the fact that men are highly sexual - However, Islam is here for the benefit of humanity and protection of the values of humanity, and not to entertain what you like or dislike (and anybody else for that matter).