I have been eating few grains and mostly protein and vegetables for months now and doing good on my weight and energy.  My problem is that now I have protein in my urine.  How is this possible for an O,who is supposed to thrive on protein?

don't worry, all what might be too much in your body shall be eliminated ....
sometimes its also so called ketosis...  

My understanding is that protein in the urine is an indication of an infection, and has nothing to do with the macronutrient ratio in your diet. It can also be caused by dehydration (possibly by giving you the beginnings of a  bladder infection, which then clears up quickly once you resume hydration.)

Were you fasting when you had the urinalysis done? I often have  blood and urine taken at the lab at the same visit, and I need to fast for the blood lipid test to be accurate. While I do drink water before the test, it's hard for me to drink a lot of water on an empty stomach.

This actually happened to me at my last checkup. My urinalysis showed "signs of a possible infection." I repeated the urinalysis a week or two later, when I wasn't fasting, and it was normal. (Yay, I passed my urine test, and I didn't even have to study!)

Before freaking out about test results, ask your doctor to repeat the test.