You might also want to consider phoenix::lambda, it is like protect, but slightly more powerful.
your example would then read:
#include <boost/phoenix.hpp>

int main( )
{
    std::vector<int> v;
    v += 0,1,2,3,4,5,6;

    using boost::phoenix::bind;
    using boost::phoenix::lambda;
    using boost::phoenix::placeholders::_1;
    using boost::phoenix::local_names::_1;

    for_each( v.begin( ), v.end( ),

        bind(g, lambda(_a = _1)[bind(f, _a)]));

    return 0;
}