At some point, Konami decided that perhaps its action-oriented game Contra was just a bit too violent to the European market. So, instead of human commandoes, European players got to control humanoid robots as they fought against the reign of evil. The bad guys, too, were altered to be mechanical in nature, rather than anything resembling human. Thus, the Contra become Probotector. So how did this happen? No one quite knows for sure, but there are some possible reasons.
However, certain counties in Europe have been overly sensitive to violence in media, even more so than America. Germany, in particular, has been known to be rather strict regarding violence in media - many first person shooters, such as Duke Nukem 3D, have been banned there in the past. Remember that the Nintendo was pretty much thought of as nothing but a kid's toy back in the 1980s. Not wanting to introduce their kids to anything overly violent, there were some rather bizarre changes made to various games. All instances of the word "Ninja" were removed, as ninjas were thought to inspire violence - hence "Teenage Mutant Ninja Turtles" became "Teenage Mutant Hero Turtles" and Ninja Gaiden/Ryukenden became "Shadow Warriors", complete with an unninja-ized hero. So it's not entirely unfounded that perhaps Konami felt that human soldiers getting butchered by aliens was perhaps a bit too intense for kiddies, and decided to change them into something else little boys loved - robots.
Not that the robots are a particularly bad change. Some relatively recent games still have random things altered based on the tastes of the localizers - see Mega Man X5 and its legion of Guns n' Roses inspired boss names for an example - so perhaps the people in charge of turning Contra into Probotector saw it as an opportunity to create a game inspired by the classic mecha anime series Patlabor.
In fact, most games suffered very little from the change, other than the minor graphical facelift. The only title censored to any real effect was Contra Hard Corps for the Genesis/Mega Drive, who had all of its cast renamed to generic names like CX-1, CX-2, CX-3 and CX-4. The plot and dialogue were also heavily altered, removing all references to the previous SNES game (Contra III/Super Probotector).
Here are all of the releases of Probotector. The first game released under the Contra name in Europe was Contra: Legacy of War - what a sad way to introduce it, indeed. Contra: Shattered Soldier was completely unaltered.
Thanks to Setzer the Gambler for his help on this article.