I have used David McRitchie's macro to insert rows and copy formulas from the
row above. I then edited the macro to first unprotect the sheet and then
protect it at the end. However, if a user invokes the macro and then cancels
it when the dialogue box appears the sheet is not protected.

How would I go about modifying the code to protect the sheet if the macro is
canceled at the dialogue box?

Here is the code, which is basically copied directly from David's website:

'-- this macro shows on Tools, Macro..., Macros (Alt+F8) dialog
Call InsertRowsAndFillFormulas
End Sub

Sub InsertRowsAndFillFormulas(Optional vRows As Long = 0)
' Documented: http://www.mvps.org/dmcritchie/excel/insrtrow.htm
' Insert Rows -- 1997/09/24 Mark Hill
' row selection based on active cell -- rev. 2000-09-02 David McRitchie
ActiveSheet.Unprotect
Dim x As Long
ActiveCell.EntireRow.Select 'So you do not have to preselect entire row
If vRows = 0 Then
vRows = Application.InputBox(prompt:= _
"How many rows do you want to add?", Title:="Add Rows", _
Default:=1, Type:=1) 'Default for 1 row, type 1 is number
If vRows = False Then Exit Sub
End If

'if you just want to add cells and not entire rows
'then delete ".EntireRow" in the following line

'rev. 2001-01-17 Gary L. Brown, programming, Grouped sheets
Dim sht As Worksheet, shts() As String, i As Long
ReDim shts(1 To Worksheets.Application.ActiveWorkbook. _
Windows(1).SelectedSheets.Count)
i = 0
For Each sht In _
Application.ActiveWorkbook.Windows(1).SelectedShee ts
Sheets(sht.Name).Select
i = i + 1
shts(i) = sht.Name

x = Sheets(sht.Name).UsedRange.Rows.Count 'lastcell fixup

Selection.Resize(rowsize:=2).Rows(2).EntireRow. _
Resize(rowsize:=vRows).Insert Shift:=xlDown

Selection.AutoFill Selection.Resize( _
rowsize:=vRows + 1), xlFillDefault

On Error Resume Next 'to handle no constants in range -- John McKee
2000/02/01
' to remove the non-formulas -- 1998/03/11 Bill Manville
Selection.Offset(1).Resize(vRows).EntireRow. _
SpecialCells(xlConstants).ClearContents
Next sht
Worksheets(shts).Select
ActiveSheet.Protect DrawingObjects:=True, Contents:=True,
Scenarios:=True _
, AllowFormattingCells:=True, AllowFormattingColumns:=True, _
AllowFormattingRows:=True, AllowInsertingRows:=True, _
AllowInsertingHyperlinks:=True, AllowSorting:=True,
AllowFiltering:=True _
, AllowUsingPivotTables:=True
End Sub

Thanks!