VBA preventing me from deleting or highlighting rows and columns

Jarvo 

If you select more than one cell (for example an entire row, Target.Value is not a single value, but an array of values, so the comparison UCase(Target) = "SAVE" is not valid.

Add the following line at the beginning of the procedure:

If Target.CountLarge > 1 Then Exit Sub

Since the rest of the code will only be executed if Target is a single cell, you can replace Cells(Target.Row, Target.Column) with Target.

Private Sub Worksheet_SelectionChange(ByVal Target As Range)
    If Target.CountLarge > 1 Then Exit Sub
    Application.EnableEvents = False
    If Target.Column = 4 And UCase(Target) = "SAVE" Then
        Target.EntireRow.Copy Destination:= _
            Sheets("Saved").Range("A" & Rows.Count).End(xlUp).Offset(1)
    End If
    If Target.Column = 4 And UCase(Target) = "CLOSED" Then
        Target.EntireRow.Copy Destination:= _
            Sheets("Archive").Range("A" & Rows.Count).End(xlUp).Offset(1)
    End If
    Application.EnableEvents = True
End Sub