You can't intercept this message, but you can stop the user from selecting a
cell that could cause the message to pop up (if they tried to change it).
This line:
..EnableSelection = xlUnlockedCells
limits the cells the users can click on. Hence, the warning message won't
appear.
(This won't allow a user to change a locked cell on a protected worksheet.)
==
But as an aside, worksheet protection inside excel is very weak.
From J.E. McGimpsey's site:
http://www.mcgimpsey.com/excel/removepwords.html