You can handle the WorkbookView.ShowError(...) event, which would give you the chance to prevent certain error messages from popping up or provide your own custom message. Example:
private void workbookView_ShowError(object sender, SpreadsheetGear.Windows.Controls.ShowErrorEventArgs e)
{
if (e.Message == "Locked cells cannot be modified when protection is enabled.")
{
MessageBox.Show("My custom message");
e.Handled = true;
}
}