individual cell protection issues in Exc

We use spreadsheets that need certain areas protected from users entering or corrupting data. However, built into these sheets (in the Headers at the top) are some filtered, selectable lists and small macro applications. If we turn on protection to the sheet, these cease to function. (they become unselectable). Trying to select and lock the sheet by individual cells also has the same results. (MS Knowledgebase Doc Q100618 & Q100936)

Any help/ideas would be appreciated!!