As often as you need to? It really depends on what kind of protection you use and what you use it for. This was something I was also confused about, but based on the things I've read on this board, changing every 4-6 hours seems ideal. You don't want to have urine in contact with your skin for a very long time, and if your protection is unable to absorb it or it gets stale, then it can get uncomfortable very quickly and put you at risk for UTI's and other unpleasantries. On the other hand, you want to get some cost efficiency out of what you use.
I fortunately haven't had much experience with those unpleasantries, but I have typically worn my protection for 8-10 hours at a time since I also used the toilet. I only needed to change when it gets uncomfortable or if my protection can not handle any more. However, I'm reading that this is actually bad practice and can also put you at risk for nasty things.
The primer has some good information on this topic on this page here:
http://www.incontinentsupport.org/chap1a.php. I'm sure the other users can provide you with some thoughtful advice, but I feel like every 4-6 hours is the best no matter what you use it for.