ANDY'S ANSWER: Bullying should always be reported to an adult. If you don't say anything, no one can help you. Document all instances of bullying so that you have a record of it, and don't retailiate in any way yourself with either physical violence, verbally or by texting. These things will only make YOU look like you are the bully to the authorities and then you might not get the help you need.
You can protect yourself by avoiding being in the same places that the bullies are and by making sure you don't go places alone. Always have a friend with you. Sometimes you can enlist the help of others that are being bullied to stick together and to stick up for one another. (And by sticking up for one another, I mean to defend each other, not to say mean things yourself.)
Below is the recording of Andy answering this question.