Pivot Tables in my workbooks cannot be refreshed if the sheet is protected.

Here's what I've done:

Set up my worksheet.
Formatted cells that I wish to be locked.
Selected Tools>Protect Workbook
Selected Tools>Protect Worksheet
Clicked the following checkboxes: Select unlocked cells, Use Pivot Table
reports

The actual area of the Pivot Table in my worksheet is unlocked. Whe I select
the pivot table in the protected sheet I cannont refresh, but I can format
and create charts.

Any help would be appreciated.

Mike