How to enable macros with protected worksheet

Thank you for your suggestion Winon.
I am very new to this. I wrote down this code that allows me to select multiple options from a drop down list.
From the code that you gave me. I tried to add it at the beginning and at the end, but it kept saying error.
If you don't mind helping me by showing where should I add your code in, I would be very much appreciated. Thanks again heaps

Private Sub Worksheet_Change(ByVal Target As Range)
Dim rngDV As Range
Dim oldVal As String
Dim newVal As String
Dim lUsed As Long
If Target.Count > 1 Then GoTo exitHandler

On Error Resume Next
Set rngDV = Cells.SpecialCells(xlCellTypeAllValidation)
On Error GoTo exitHandler

If rngDV Is Nothing Then GoTo exitHandler

If Intersect(Target, rngDV) Is Nothing Then
   'do nothing
Else
  Application.EnableEvents = False
  newVal = Target.Value
  Application.Undo
  oldVal = Target.Value
  Target.Value = newVal
  If Target.Column = 10 Or Target.Column = 11 Or Target.Column = 12 Or Target.Column = 13 Or Target.Column = 14 Or Target.Column = 15 Or Target.Column = 16 Or Target.Column = 17 Or Target.Column = 18 Or Target.Column = 19 Or Target.Column = 20 Or Target.Column = 21 Or Target.Column = 22 Or Target.Column = 23 Or Target.Column = 24 Or Target.Column = 25 Or Target.Column = 26 Or Target.Column = 27 Or Target.Column = 28 Then
    If oldVal = "" Then
      'do nothing
      Else
      If newVal = "" Then
      'do nothing
      Else
        lUsed = InStr(1, oldVal, newVal)
        If lUsed > 0 Then
            If Right(oldVal, Len(newVal)) = newVal Then
                Target.Value = Left(oldVal, Len(oldVal) - Len(newVal) - 2)
            Else
                Target.Value = Replace(oldVal, newVal & ", ", "")
            End If
        Else
            Target.Value = oldVal _
              & ", " & newVal
        End If
        
      End If
    End If
  End If
End If

exitHandler:
  Application.EnableEvents = True
End Sub