A consensus protocol is designed for a connected network of cooperative (CO) and Byzantine (BZ) agents. An agent is considered CO if it plays by the rules, and BZ if it does not apply the same consensus protocol as the CO agents, sends different/misleading state values to its neighbors, or forges signatures of CO agents. Such a scenario can arise in networked multi-agent systems, for example, wireless sensor nodes, when some of the nodes become BZ as the result of an external attack. If the consensus protocol is not designed to handle BZ agents, then the CO agents may not reach a consensus. In this paper, agents with first-order continuous dynamics are considered; an extension to agents with higher-order dynamics is also presented. Results from sliding mode control (SMC) theory and the distributed computing systems literature, such as the use of signed messages that are exchanged between agents, are used to design CO agents' inputs that lead to consensus. A novel messaging algorithm is given to handle BZ agents that can forge signatures of CO agents to the messages originating from these agents. The use of SMC theory ensures that consensus is achieved by the CO agents within a finite-time interval. The protocol does not require the knowledge of the number of BZ agents or their locations in the network.