What might increased protein in the urine be caused by?

Many things. Part of this depends on how much protein, and what type....Urine protein might be positive if the urine was not a full "clean catch" urine (meaning it is not sterile and may have some external skin cells, or for women some 'vaginal washout). Small amounts of protein can be found after exercise and not be a concern. Larger amounts of protein usually means the kidney is a little "leaky", which.
Need further workup. The causes of protein in the urine are many that can range from fever, heavy exercise, other self limiting disorders to serious kidney disease. Much more information is necessary and i would have to recommend further evaluation by a physician.