THe problem with dairy products is that they contain lactose. Lactose is the milk sugar naturally occurring in dairy products. The majority of adult humans have a lactose sensitivity which can cause GI issues like gas, bloating and diarrhea.
Rather then consume dairy products, I would use a high quality whey protein isolate instead. You get the beneficial high quality dairy proteins, with none of the sugar of fat found in dairy.
When purchasing a whey protein isolate you want to see nothing in the ingredients list besides whey protein isolate, natural flavours, a natural calorie free sweetener like stevia and maybe some salt, cocoa powder and soy lecithin.
I personally use the whey protein powder isolation from n2bm.com. A 30g scoop has 26g protein, 1g carbs and 0g fat.