I turned on worksheet protection, with the "Select locked cells" option
unchecked. For some reason, the Control + PageUp/Down keyboard shorcut no
longer works as advertised. Instead of moving to the previous/next sheet, it
works like a horizontal scroll bar, changing the view of the current sheet,
while keeping the active cell unchanged. If I check the "Select locked
cells" option, the keyboard shortcut works like normal. Any ideas why this
happens?

(happens in both Excel 2003 and 2007)