Unknown connection protocol for default or...

Assuming you can get past that error message:

• go to the Options menu, then Global Options
• Click on the + to the left of Options to open the item
• Click on Default Session
• Uncheck the box "Use auto session
• Click on OK

If you can't get past that message, uninstall SecureCRT and re-install it - it sounds as though some of it's configuration data has got corrupted. If you are comfortable doing this, use Windows Explorer, make hidden files & folders visible and then go to
C:\Documents and settings\your-user-name.

For all the following, ensure SecureCT is not running - even in the System Tray.

Look for the SecuerCRT folder in Application Data and Local Settings\Application Data (I can't remember which one it's in offhand). In that folder, there's a folder called Config. Assuming that you don't have a load of connections set up that you don't want to lose, delete the whole folder. SecureCRT will ask you where to re-create it next time it starts.
It's also possible to delete do it this way:

• in the Config folder, edit global.ini with notepad.
• Find the line that starts "S:"Auto Session Name"="
• Delete the whole line
• Save and close the file
• Restart SecureCRT