The Whois protection for a domain name, also known as Privacy Protection, is a service provided by almost all ICANN Accredited Registrars. According to ICANN (Internet Coalition for Assigned Names and Numbers) regulations, all domain names must have valid entries for the First/Last name, phone number and e-mail address. This information will be available publicly to everyone. This regulation however opens a back door for abusers,spamers, fraudsters, identity thieves to do with that information whatever they see fit since everyone in the world can gain access to that information by doing a WHOIS query.
That is why at SoxDomains WHOIS Privacy Protection is a paid service available with your domain name. You may either enable this service at the time of Registering/Transferring your domain name or enable/disable this service anytime during the length of the domain name's registration, as per your requirement.