First select the whole worksheet
Format>Cells>Protection
Uncheck the locked box
Select the cells to lock
Format>Cells>Protection
Check the locked box
Protect the worksheet
Indeed. When you protect a worksheet only the cells that have their
properties set to "locked" are prpotected, but every new worksheet
opened has all its cells set to locked by default, so you need to
unlock the cells first. Highlight all the cells you want protecting,
then press ctrl + 1, go to protection and uncheck the locked box.
Worksheet protection will then have no effect on these cells.