It's possible to spend a BTC without fee to forge a payment? I would like to know if it is possible to make a transaction without fee (probably this transaction will never be confirmed) and some time later to take this money back and spend in another transaction?
If yes, can I protect myself against this fake payment?

While the transaction is waiting a confirmation, it's possible for the receiver uses this amount?
If yes, if the confirmation never happens, the third person loses this money?
The simplest protection is to not consider a payment to have been made to you until it receives some number of confirmations. The number can depend on the value of the payment. For small payments, one is probably sufficient. For large payments, some have decided to wait for as many as six confirmations.