I need my workbook protected when the workbook is opened.

It's protected when I open it.

The other thing I can't get to work is to turn on autofilter in sheet 'ImportData' each time the workbook opens.

From excel 2000 vba help

AutoFilterMode Property


True if the AutoFilter drop-down arrows are currently displayed on the
sheet. This property is independent of the FilterMode property. Read/
write Boolean.

Remarks

This property returns True if the drop-down arrows are currently
displayed. You can set this property to False to remove the arrows,
but you cannot set it to True. Use the AutoFilter method to filter a
list and display the drop-down arrows.