Filter Locked Worksheet Conflict - 2000 Vrs. 2003

I recently launched a model that uses filtering on protected worksheets. The model was developed in Excel 2000, and everything works perfectly for the users who are also on 2000, but my Excel 2003 users get an error on opening the workbook.

The error asks for the password to unlock the sheet and is difficult to clear. Users have to hit Cancel 8 times to clear the error, at which point, the model appears to function perfectly. (There are 12 worksheets in the model, 2 with filters, all locked and password protected.)

The follwoing code is in the 'ThisWorkbook' module:

Private Sub Workbook_Open()
With Worksheets("Initiatives")
.Protect DrawingObjects:=True, contents:=True, userInterfaceOnly:=True
.EnableAutoFilter = True
.Protect contents:=True, userInterfaceOnly:=True
End With

Because the error occurs when first opening the model but not at other times, I'm thinking that there's something in the Workbook_Open procedure that is causing the error.