A protective cover assembly for covering a space. The assembly includes a frame having rails. A material is disposed over the frame for covering the space. A plurality of fastening devices are disposed through to the material for securing the material to each of the rails. An anchor is secured to the second rail. A plunger extends from either the anchor or the first rail and defines an operational axis. The plunger slidably engages the other of either the first rail or the anchor for guiding the first rail between a first position relaxing the material and a second position tightening the material. The fastening device includes a cap, fingers and a retaining member engaging the fingers for capturing the material between the cap and the retaining member.