You probably are somewhat thick headed if you are still engaging. Since you ask, I can give you my way of protecting against demons, but you might not like all of it.
1. quit hanging out with that medium (probably a drama queen that keeps everyone stirred up)
2. get some black Unscented candles and look up candle magick on the net.
3. KNOW that you are the one with the power. The demon cannot do anything except convince you that you are powerless.
4. hold the black candle with your dominant hand (usually the hand you write with) and state firmly, "I am protected" (if you want or feel the need, call in what ever entity you feel is protective (crhist, angels,etc); pull the candle through your dominant hand with the other hand, turning it right side up, declaring "I AM THE PROTECTOR".
5. Light the candle and leave it alone to burn completely down. Make sure you set it up in a place that will not provide any opportunity to accidentally catch something else on fire.
6. DO Not Engage with the entity, if it tries to bother you, tell it to bugger off. It has to.