Your perennials should be just fine. They may suffer a bit if they weren't properly hardened off, that is gradually introduced to sun, cold, wind of the outdoors if they were always indoors before you bought them. The annuals will have to be protected from temps that go down into the '30's. Your zone could still have a few frosty nights so be prepared to cover them. The ground is still cool and they probably won't grow much till it warms up.

The old adage around zone 6 is to plant tender annuals and veggies around Mother's Day.

We are expecting some cold nights (30-35F) over the next week or so. What is the best way to protect these plants???

I wouldn't worry about the perenials but you could try paper bags or sheets on the annuals.

Mother's day? It should be as early as the first of March, but that isn't the case up here. As far as the cold worthless weather, try this if you are able. At my house, we have a basement that has a dual sink for a multipurpose use. The spicket head has a screw on for a hose. Take the hose and adjust the water to a VERY mild temp and warm up the soil that you have planted in. After this, let dry for a few hours or more and cover with a heavy cloth.