The LHC has beam dumps, where they re-direct the beam if they need to shut it down quickly. http://lhc-machine-outreach.web.cern.ch/lhc-machine-outreach... "Each beam dump absorber consists of a 7m long segmented carbon cylinder of 700mm diameter, contained in a steel cylinder" They seem to expect that there'd be a lot of force there.
I know hardly anything about proton beams. However, here's a thought experiment that's on my mind:
Instead of a beam of protons, lets think about something simpler: a reasonably high powered bullet. Instead of a 7m segmented carbon cylinder, lets have some slats of wood. So, in the same way as at the LHC, the bullet strikes the wooden slats, it deposits all of it's energy in the wooden slats, breaking them up and stopping the bullet.
I think that fits the use case of the beam dumps, where all the force of the beam gets dumped at once, and the important number is the total energy of the beam, since you want to totally stop it.
Now, the thought experiment: replace the wooden slats with single piece of paper. Now when the bullet strikes, it goes straight through - the mass of energy in the bullet mostly stays in the bullet, only enough energy to rip through a small circle in the paper gets dumped. The bullet will carry on it's merry way.
So, relative to the LHC beam, which is your hand more alike: the sheet of paper, or the slats of wood?
It's a simplistic model which ignores radiation from the beam, and lots of other things, but I think it's informative. My guess is that the beam would behave like a laser cutter: cutting a smallish hole, possibly with secondary damage, but largely powerful enough to carry on it's way once it has punched through.
A bullet going at relativistic velocity hitting a piece of paper might not punch such a nice hole - it would bust up molecules and atoms, and some subatomic particles, there would be tons of secondary radiation from that, and the rest of the paper would be destroyed along the way by some type of explosion.
http://lhc-machine-outreach.web.cern.ch/lhc-machine-outreach... also has some comparisons regarding beam energy and aircraft carriers, cars, etc.