Everything is protected in Excel by default, and the protection is off by default. So to
protect something; first unprotect what should't be protected, then turn the protection
on. In this case:
1) Select everything (sqare above "1", Left of "A"). Menu Format > Cells > Protection,
uncheck Locked.
2) Select the column (say "E" column header). Same menu, re-check Locked.
3) Protect the worksheet with menu Tools > Protection > Protect sheet
There are a few things you can't do with protected sheets, no matter how many unlocked
things that's in it. Sorting, filtering, adding/deleting rows and columns, stuff like
that.