Conditional Lock Cell , unable to sort - vba

Question

I am trying to write a macro that will lock any cell greater than 0. When I run the code below it works but locks the 1st row where I have a drop down arrow that does sorting and number filters. Is there a way to add to this code so that the first row wont be locked?
Sub Test()
Dim Cell As Range
Dim MyPlage As Range
With ThisWorkbook.ActiveSheet
.Unprotect
.Cells.Locked = False
Set MyPlage = .Range("J2:AA1074")
For Each Cell In MyPlage
If Not IsError(Cell) Then
If Cell.Value > "0" Then
Cell.Locked = True
End If
End If
Next
.Protect
End With
End Sub

Answer 1

The most simplest was is to define your range which doesn't include the Top Row :)
Change
.Range("J2:AA1074")
to
.Range("J3:AA1074")
Also, Instead of looping through every cell in the range and checking if that cell has an error or not, you can directly use SpecialCells. For example (TRIED AND TESTED)
Sub Sample()
Dim Cell As Range, MyPlage As Range, FinalRange As Range
With ThisWorkbook.ActiveSheet
.Unprotect
.Cells.Locked = False
On Error Resume Next
Set MyPlage = .Range("J3:AA1074").SpecialCells(xlCellTypeConstants)
On Error GoTo 0
If Not MyPlage Is Nothing Then
For Each Cell In MyPlage
If Cell.Value > 0 Then Cell.Locked = True
Next
End If
.Protect DrawingObjects:=True, _
Contents:=True, _
Scenarios:=True, _
AllowFiltering:=True, _
AllowSorting:=True
.EnableSelection = xlUnlockedCells
End With
End Sub
To ensure that Autofilter and Sorting works, specify it in .Protect as I have done above.
Before you run the above code, you also need to take one extra step.
Unprotect the worksheet if it is already protected
Under Review Tab, click on "Allow Users to Edit Ranges"
Add "New" range
Select the range you want allow users to sort
Screenshot

Answer 2

You can add following code to the Sheet module (change Range("J1:AA1") to the range with your autofilter):
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
If Application.Intersect(Target, Range("J1:AA1")) Is Nothing Then
ActiveSheet.Protect
Else
ActiveSheet.Unprotect
End If
End Sub