Not all whey proteins are created alike. Back when I was weight lifting, I tried 7 or 8 brands. Thought I was lactose intolerant but wasn't sure because it only bothered me every other time or so. When I started replacing breakfast, it was a problem for my poor suffering co-workers.

Finally had success with Isopure. It is a whey protein isolate (don't really know what that means but there is no lactose in it). I used to do the shakes with mik and take lactaid but now cut out the middle man and go with water. You can get it at GNC. It is fairly expensive. Bought some a week ago. List price is $69. But if you have their gold card ($15 a year) and buy during the first week of the month you can get the price done to arounf $55. Since I now use it as a quick mini-meal, I use one scoop per 8oz of water. Doesn't taste like a milk shake but it is palatable. Works out to about $1.25 per 25 grams of protein, 1 gram of fat, and zero carbs (strawberry) to about 3 carbs (chocolate).

Good luck.