there is 5 options. (i think)
1. You need to change your protein shake. There is something in it that doesn't well with your system, or a combination of stuff that doesn't settle. I suggest switching to ON Gold Standard Whey.
2. Whatever your taking it with, is causing the pain. Switch what your adding it to.
3. Do you take it on an empty stomach? This could be the problem.
4. If your just starting this diet, it may be the optimal amount of protein, your body may not be used to it.
5. The easiest ans simplest problem. Drink it slower.