Should I drink a protein shake after I work out?

You also need to make sure that you're getting enough carbohydrates, not only protein. Why not eat a banana with your milkshake. It's very good for you and will help you replenish your energy stores. If you don't have enough energy in the form of carbohydrates, your body will use muscle tissue for energy and you won't get toned (as you will lose muscle instead of gaining it, despite your workouts). Make sure you eat healthy meals 3 times a day, and include slow carbohydrates in your diet - wholemeal bread and pasta, brown rice and boiled potatoes. Even though they have bad publicity, potatoes are actually good for you, especially if your energy requirements are high.