I think you have to get one raised with whatever you want it to protect. We got a donkey and thought we could use him to break 4H calves, turns out he hates any calf between 200 and 800 lbs, doesn't really mind baby calves or mama cows but will chase calves relentlessly, through fences, you name it. 
We got out of showing calves a couple years later and he stayed as a pet, he doesn't eat much and can be kinda entertaining. 

Cant ride him either