An application to the court for a protective order related to a matter under sections 52-655 to 52-658, inclusive, or to enforce, quash or modify a subpoena issued by a clerk of a court under section 52-657, shall comply with the rules of court of this state and the general statutes and shall be submitted to the Superior Court in the judicial district or the Probate Court in the probate district, as the case may be, in which discovery is sought.