You don't have to participate, but there's no way I'm aware of to stop others from attacking you while they're participating. The best advice I have is to make sure you have the strongest possible defense army, always 8 units and the strongest units you've got. Also, you may want to look up how to get the monastery. It gives your defense a 20% boost. I think you can also aid in some GBs to get military boosts, I think the Statue of Zeus in particular gives military bonuses. Hope that helps.