Hi Evans,
You are doing something incorrect...
Just tested:
On the EPMFormattingSheet:
Hierarchy Level Formatting - only enabled
Priority to Row Format Set
Default Format for Row - Apply
Data cell for Default Format formatted as grey
Default Format Use set to All
EPM->Lock Selected Cells applied to the grey Data cell
On the report sheet:
All cells selected and formatted as Locked - NO
Report refreshed - data area is formatted grey and locked is set to YES.
Vadim