Depends on what you're trying to do.. Bulkling up? I guess milk is ok, make sure it's skim though, and you're still getting all the carbs in there (which you may or may not be concerned with.) I wouldn't drink it (in fact I don't drink it all) if you're cutting though. If you're so concerned about protein why not add an extra scoop of powder and use water? If you still want to use milk, you should be able to find low-lactose milk at the supermarket, or at least the "lactaid" tables which will help.