VirtualAlloc()で20KB分(0x5000)確保した後、4KB毎にVirtualProtect()で保護モードを変更してみるサンプル。

va01.cpp:
#code|c|>
#include <windows.h>
#include <stdio.h>

void PrintErrorMsg(DWORD err)
{
    LPTSTR lpMsgBuf;
    FormatMessage(FORMAT_MESSAGE_ALLOCATE_BUFFER
            | FORMAT_MESSAGE_FROM_SYSTEM 
            | FORMAT_MESSAGE_IGNORE_INSERTS,
            NULL, err,
            MAKELANGID(LANG_NEUTRAL, SUBLANG_DEFAULT),
            (LPTSTR)&lpMsgBuf, 0, NULL);
    printf("%s\n", lpMsgBuf);
    LocalFree(lpMsgBuf);
}

void DumpMemoryInfo(void *addr)
{
    MEMORY_BASIC_INFORMATION mbi;
    size_t res_sz = 0;
    res_sz = VirtualQuery(addr, &mbi, sizeof(mbi));
    if (0 == res_sz) {
        PrintErrorMsg(GetLastError());
        fprintf(stderr, "VirtualQuery() failed.\n");
        exit(-1);
    }

    printf("[MBI at 0x%08X]:\n", addr);
    printf("\tmbi.BaseAddress = 0x%08X\n", mbi.BaseAddress);
    printf("\tmbi.AllocationBase = 0x%08X\n", mbi.AllocationBase);
    printf("\tmbi.AllocationProtect = 0x%08X\n", mbi.AllocationProtect);
    printf("\tmbi.RegionSize = 0x%08X\n", mbi.RegionSize);
    printf("\tmbi.State = 0x%08X\n", mbi.State);
    printf("\tmbi.Protect = 0x%08X\n", mbi.Protect);
    printf("\tmbi.Type = 0x%08X\n", mbi.Type);
}

char msg[] = "ABCD";

int main(int argc, char *argv[])
{
    void *p1 = NULL;
    DWORD dw1 = 0;
    size_t init_sz = 0x5000;
    p1 = VirtualAlloc(NULL, init_sz, MEM_RESERVE | MEM_COMMIT, PAGE_NOACCESS);
    if (NULL == p1) {
        PrintErrorMsg(GetLastError());
        fprintf(stderr, "VirtualAlloc() failed.\n");
        return -1;
    }
    printf("p1 = 0x%08X\n", p1);
    dw1 = (DWORD)p1;

    DumpMemoryInfo((void*)(dw1 + 123));

    DWORD oldp = 0;
    DWORD start = dw1;

    if (!VirtualProtect((void*)(start), 0x1000, PAGE_READONLY, &oldp)) {
        PrintErrorMsg(GetLastError());
        fprintf(stderr, "VirtualProtect() failed.\n");
        return -1;
    }
    printf("------[1]\n");
    DumpMemoryInfo((void*)(start));

    start += 0x1000;
    if (!VirtualProtect((void*)(start), 0x1000, PAGE_EXECUTE_READ, &oldp)) {
        PrintErrorMsg(GetLastError());
        fprintf(stderr, "VirtualProtect() failed.\n");
        return -1;
    }
    printf("------[2]\n");
    DumpMemoryInfo((void*)(start));

    start += 0x1000;
    if (!VirtualProtect((void*)(start), 0x1000, PAGE_READWRITE, &oldp)) {
        PrintErrorMsg(GetLastError());
        fprintf(stderr, "VirtualProtect() failed.\n");
        return -1;
    }
    printf("------[3]\n");
    DumpMemoryInfo((void*)(start));

    start += 0x1000;
    if (!VirtualProtect((void*)(start), 0x1000, PAGE_READONLY, &oldp)) {
        PrintErrorMsg(GetLastError());
        fprintf(stderr, "VirtualProtect() failed.\n");
        return -1;
    }
    printf("------[4]\n");
    DumpMemoryInfo((void*)(start));

    return 0;
}
||<

実行結果：
#pre||>
p1 = 0x003A0000
[MBI at 0x003A007B]:
        mbi.BaseAddress = 0x003A0000
        mbi.AllocationBase = 0x003A0000
        mbi.AllocationProtect = 0x00000004
        mbi.RegionSize = 0x00005000
        mbi.State = 0x00001000
        mbi.Protect = 0x00000004
        mbi.Type = 0x00020000
------[1]
[MBI at 0x003A0000]:
        mbi.BaseAddress = 0x003A0000
        mbi.AllocationBase = 0x003A0000
        mbi.AllocationProtect = 0x00000004
        mbi.RegionSize = 0x00001000
        mbi.State = 0x00001000
        mbi.Protect = 0x00000002
        mbi.Type = 0x00020000
------[2]
[MBI at 0x003A1000]:
        mbi.BaseAddress = 0x003A1000
        mbi.AllocationBase = 0x003A0000
        mbi.AllocationProtect = 0x00000004
        mbi.RegionSize = 0x00001000
        mbi.State = 0x00001000
        mbi.Protect = 0x00000020
        mbi.Type = 0x00020000
------[3]
[MBI at 0x003A2000]:
        mbi.BaseAddress = 0x003A2000
        mbi.AllocationBase = 0x003A0000
        mbi.AllocationProtect = 0x00000004
        mbi.RegionSize = 0x00003000
        mbi.State = 0x00001000
        mbi.Protect = 0x00000004
        mbi.Type = 0x00020000
------[4]
[MBI at 0x003A3000]:
        mbi.BaseAddress = 0x003A3000
        mbi.AllocationBase = 0x003A0000
        mbi.AllocationProtect = 0x00000004
        mbi.RegionSize = 0x00001000
        mbi.State = 0x00001000
        mbi.Protect = 0x00000002
        mbi.Type = 0x00020000
||<
VirtualAlloc()で確保したメモリ中を、0x1000サイズの領域毎にプロテクトモードを変更出来ている。