What is the difference between options protein and replication in the NCBI database?
Interactions denote protein-protein interactions, which means physical association between proteins. By nature, these networks/graphs are undirected. 

Replication interactions (actually a not very good term) denote gene regulatory interactions that affect HIV replication. These sets also include the regulatory effects of HIV genes on host genes (and hence the terminology is unsuitable). These networks are directed as well as signed (positive or negative interactions i.e. activation or inhibition respectively).

You can see for yourself, from the dropdown boxes and the interaction lists in this page.