Discovery: Motion to Compel or Protective Order?

Would like some information about compelling discovery. I was served a demand for documents and had several legitimate objections where the documents being asked for are not related to any issue in dispute. I responded with those objections. The other side now tells me that I cannot just object, I have to file a motion for a protective order. This is not how I understand this works. I believe I can first object, then HE has to file a motion to compel, then I get to explain my position to the court and the court then decides whether I have to produce the documents. if yes, then if I have other good reasons (privilege or trade secrets, etc) not to give the documents, I would file a motion for protective order. In other words, the motion for protective order is only after the motion to compel. I just don't think I need to file for a protective order until the court rules on my objection. Am I right about this, or do I need a protective order just to object? The difference here is, once I object to the production, do I have to file a motion to protect, or they have to file a motion to compel?