Private Sub Worksheet_Change(ByVal Target As Range)
Application.EnableEvents = False
If Target.Address <> "$J$4" Then GoTo exitMe
If Target.Value > 3 Then
Range("E10:E40").Locked = False
Application.EnableEvents = True
should do it. If they aren't, you'd have to incorporate that. Post back if you need some help with that. Hope that helps!
Press Alt-F11 to open the VBE.
Press Control-R to open the Project Explorer.
Click "Microsoft Excel Objects" for the file you're working on.
Double-click the sheet where you need this to work.
Open the Code pane with F7.
Paste the above code in.
Press Alt-Q to close the VBE and return to Excel.