ICR Li-ion are normally protected cells, this chemistry is potentially more volatile so the "protected" circuitry will try and prevent over discharging. This makes them much safer.
IMR Li-ion uses a safer chemistry and these are far less volatile. These are not normally protected because there is no real hazard using them. However you can still over discharge them, which while safe to you can damage the cells.
If you are new to Li-ion cells then I'd recommend avoiding any non protected ICR's. While it's possible to use them, they are likely to be the most as risk of producing an accident.
There's nothing really to fear about Li-ion, but there are potentially hazards, so it's well worth reading up on them first. Lots of good info in the battery forum.