Rakhiya De Shabad is a collection of Shabads (hymns) that are typically read before reciting Kirtan Sohila or any time when one feels fear. A Gursikh went to Guru Arjun Dev Jee, saying that his horses get stolen during the night time. Guru Sahib asked him whether he did full Kirtan Sohila or not? The Gursikh replied that he falls asleep half way. The fifth Guru gave him "Rakhiya De Shabad" and instructed him to read it before Kirtan Sohila.
That nite, he completed his Rakhiya De Shabad and fell asleep after reciting Kirtan Sohilaa. As the two robbers came to get his horses, the stable doors automatically closed with them inside and would not open. The next day, as the Gursikh opened the doors from the outside without any force, the robbers fell at his feet asking forgiveness thinking that he had some special power. The Gursikh explained that he was not super and did not have any powers, but that Guru Arjun Dev jee does everything. He took them to Guru Jee, who later dealt with them.
In the same way, if we finish both these prayers before sleeping, Vaheguru will create a fort around the sleeping place. You are supposed to do Rakhiya De Shabad and Kirtan Sohila facing the pillow where your head will rest, but make sure that it is not where your feet are point. Jamdooths (Angels of death) cannot touch you if you do these prayers.