You could use an event macro:

Option Explicit
Private Sub Worksheet_Change(ByVal Target As Range)
Me.Cells(Target.Row + 1, "A").Select
End Sub

If you're new to macros, you may want to read David McRitchie's intro at:
http://www.mvps.org/dmcritchie/excel/getstarted.htm

If you want to read more about these kinds of events:

Chip Pearson's site:
http://www.cpearson.com/excel/events.htm

David McRitchie's site:
http://www.mvps.org/dmcritchie/excel/event.htm

J wrote:

I am wanting to be able to press the enter key from any cell and have it go
down one row and over to column "A" . If it matters the document is
protected.
This is with Excel 2003.

Thanks

--

Dave Peterson