In my little experiment here it seems that the problem may be that you should use Ctrl and not Alt
When i use Alt and Page Down it remains on the sheet and SCROLLS RIGHT when I use Alt and Page Up it remains on the same sheet and SCROLLS LEFT
When i use Ctrl and Page Down I jump RIGHT to the NEXT TAB (sheet) when I use Ctrl and Page Up I jump LEFT to the NEXT TAB (sheet).
Both of the above functions (Alt and Ctrl) work the same on a Protected sheet as well.
Let me know if this solves your problem. Also THANKS for the tip as I was not aware of these Excel Features until reading your post...