A protective shelter that may be used to protect observers, players, and others from inclement weather during a sporting event, for example, includes an arcuate-shaped, flexible cover with side portions configured to receive side frame members, which in turn are connected to elongated cover support members coupled to the cover. The various frame members and cover support members may be connected with a number of different types of couplers. In addition, a majority of the side frame members and support members may remain coupled to the flexible cover after the protective shelter has been disassembled and placed in a transportable configuration.