I used to just "mash" the unmalted stuff separate and add it to the main mash after the gelatinization period.
So take your 3 pounds of unmalted wheat, mix w/ some water and bring it to the gelatinization temp. Then prepare the mash as you normally would, but bring the unmalted wheat wheat to your desired saccharification temp first. Then mix it all together and you are good.
I have never done a protein rest. Some (older) books say that it helps with chill haze...etc, but I have also heard that modern malted barley does not need a protein rest.
Here is a little info on protein rest(s).