Sounds like you may be lactose intolerant to some degree. Try some lactade.
That may well be. But lactaid is not the solution for protien powders. I am severley lactose intolerant.
You might try testing this. It's simple to do. Start fasting from about 8pm, until 8am the following morning. Then, have a large glass of milk, and don't eat for another couple hours. If you have gas, or cramping, or worse bowel problems, chances are high that you are LI.
If you are going to be working out, you need to find a protien that is lactose free. I recommend two.
For a protien, use Optimum Whey. It is very pure and contains very little sugar. They also supplement the protien with lactase, so even highly LI people can tolerate it. Even I can drink it, which means it is OK!
Second, if you are looking for an MRP, then Muscle Milk is hard to beat. I think it is lactose free. Finding an MRP without lactose is very tough.
So far as bars go. I would say that 9 out of 10 bars contain a signifcant amount of lactose, so be careful with those too.
Goo luck!