you probably are extremely lactose intolerant.. most people are btw, some can handle a little dairy, some can't.
just lay off of the protein shakes.. you most certainly don't need shakes to build muscle lol. not sure who told you that you did. probably some skinny dude who wonders why he isn't gaining on shakes and bars.
stick to real food, its better for you anyway ..btw if you want to try a shake that you probably will be able to digest much easier than the one you take now then give N2bulk a shot.. check out the ingredients which are top notch.. and it really isn't a shake anyway, its more like sweet potato and plasma mixed together .. the shakes you are used to are just sugar, crushed cheese powder mixed with soy and other fillers. no wonder you are getting sick