Protesting Donald Trump comes at a price sometimes ... just ask the guy whose family jewels got blasted during a clash with Phoenix cops.

First off, we should say it was reportedly a rubber bullet that smashed the guy square in his crotch -- but hey, that's still a bullet. The guy was part of a group protesting outside the President's Tuesday night rally, and while he was armed with a mask to ward off tear gas ... he clearly forgot a cup.

Thomas Jefferson said a little rebellion now and then is a good thing. Of course, he never took a shot to the nuts. Far as we know.