In this work we report the results of a broadband dielectric spectroscopy study on the dynamics of a globular protein, myoglobin, in confined geometry, i.e. encapsulated in a porous silica matrix, at low hydration levels, where about only one or two water layers surround the proteins. In order to highlight the specific effect of confinement in the silica host, we compared this system with hydrated myoglobin powders at the same hydration levels. The comparison between the data relative to the two different systems indicates that geometrical confinement within the silica matrix plays a crucial role in protein-water dielectric relaxations, the effect of sol-gel encapsulation being essentially a suppression of cooperative relaxations that involve the coherence/ cooperativity of solvent motions and solvent-coupled protein dynamics. We also provide direct evidence that protein relaxations inside the gel depend on the hydration level and are "slaved" to the solvent beta-relaxation.