By default, all cells in a worksheet are "protected" when you click on TOOLS
PROTECTION and activate protection on the sheet or the workbook.
But if you highlight all the cells you want to still be able to edit when
the sheet is protected and got to FORMAT > CELLS > PROTECTION and uncheck the
protection box, protecting the sheet won't affect these cells.
So this is the opposite of what you asked. This is how you set certain cells
to STILL be editable when you've locked your sheet. But it gives you what you
need. The column you want to stay protected, leave the protection flag on for
that column, then protect the sheet.