Select the cells you want to use as data entry, then use the Format Cell tool to unprotect them. Then if you protect the sheet, only those cells can be modified. Entering data or tabbing to the next cell will only cycle through the cells that are unprotected.
This may not always work, depending on your requirements. The next option is a bit more complicated. You can use the VBA editor to create a form that has a entry method for all of your data. Each of these methods has a property (TabIndex) that allows you to set the order for moving from one control to another. Google "VBA Userform" to find out how to create one.