Excel 2003 macro not working in 2010

I have the following macro that works on excel 2003 but it doesn't work on 2010. I lower the macro security levels thinking that was the problem but I think it has to be the sintax on 2010 and VBA.
Thanks in advance fo your help.

Sub lockmonday()
'
' lockmonday Macro

    'Sub Msgbox_Yes_No()
      'Dim Response As Integer

      ' Displays a message box with the yes and no options.
      Response = MsgBox(prompt:="Lock Records'Yes' or 'No'.", Buttons:=vbYesNo)

      ' If statement to check if the yes button was selected.
      If Response = vbYes Then
         ActiveSheet.Protect UserInterfaceOnly:=True
        Range("E9:E240").Select
    Selection.Locked = True
    Selection.FormulaHidden = False
    
    Range("E9:E240").Select
    Selection.FormatConditions.Delete
    Range("E9:E240").Select
    With Selection.Interior
        .ColorIndex = 43
        .Pattern = xlSolid
    End With
      
       Else
     ' The no button was selected.
         MsgBox "Records Not Locked."
      End If

   End Sub