Excel file problem

Is there a problem with copying protected worksheets from one file to a new excel file? I have a user that has created a very large file and has copied a lot of data that was protected. I have had a user do this before and I had the user go back and unprotect and the data that she wanted to copy. I then had her create a new file and then copy the data and it worked.

Is this something that has to be done before copying? Does anyone know?