Allegedly, by patenting different parts of it - because patent offices do not accept claims for perpetual motion machines. Of course, nobody has ever built one, otherwise we'd all be riding around in electric cars powered by infinite supplies of electricity.
The UK Patent Office notes that you cannot get a patent on "articles or processes alleged to operate in a manner clearly contrary to well-established physical laws" as they are "regarded as not having industrial application". Any machine that generates more energy than it consumes is either a nuclear reactor or breaches the second law of thermodynamics.
But the Irish company Steorn, which has brought attention to itself by claiming to have a magnet-driven machine that will generate more energy than is put into it (and has taken out an expensive advert in The Economist rather than publishing a scientific paper or even building a few prototypes) says it will get around the restriction on patenting its invention by splitting it into components and patenting those. Then, by assembling them, it will have a patented energy generator.
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It's just a general rule to keep the idiots away. Steorn will have no problems to get an exception and patent the invention (if it exists).
But even if they patent the invention, they will not be able to protect it, as it's functionality is too important to bother about silly Intellectual Property laws. I would personally post the instructions of how to create a replica of the machine to all forums, the UK and US laws are not applicable to me and in the worst case I would probably get 500$ fines.
The whole thing is probably just a marketing scam anyway. They were hoping for large media attention but got very little. Media these days is not easy to fool.