Variable validation-password protect sheet

I am using the Variable validation procedure(
DataValYesNoClear.xls) from:
http://www.contextures.com/excelfiles.html in my workbook
and it's working great. However, after applying a password
to protect the sheet I noticed that the drop downs and
validations would not work.
Received the message that the cells were read only. Then I
unprotected the sheet and changed the format of the cells to
"unlocked" . I then protected the sheet and this time when
I clicked on cell B3 got the "run time error 1004".
When I went back and unprotected the sheet the drop downs
in B3 where ok but C3 and D3 where not. Any ideas.
Thanks and have a fun day.