When did Harry learn about his mothers blood protection...?

-In what book did Albus Dumbledore inform Harry Potter that he had to stay at the Dursleys' because of his mothers blood protection?



I think it was in "Harry Potter and the Order of Phoenix" or "Harry Potter and the Half-Blood Prince", but I'm not sure.



Thanks for your help!I think hagrid tells him in the first book in diagonal alley in that pub