I used to lift 6 nights a week in conjunction with playing a minority sport at national and international level, benched 330lbs, deadlifted 600lbs etc etc (and I know people tend to tell a few untruths with their lifts but this is true LOL). I went through an extended period of taking whey protein and felt no difference whatsover than when I was on a protein heavy diet. Luckily I got around 20 tubs free from someone who was a sponsored bodybuilder, as most of it disappeared down the toilet........
I now coach in the same sport, the two biggest most powerful guys I coach are cut to heck, stronger than I was and neither of them take any protein supplements whatsoever. They do however eat a great deal of meat, primarily chicken, and fish. Also my cousin is a former powerlifting champion and was benching 500lbs in competition. Again, he did not use whey (he is now retired and just lifts as a pastime).
The sports supplements industry is one of the biggest rip offs around. Aside from top level athletes, the cost of supplements far outweighs the gains and unfortunately they survive on selling a unobtainable dream. There is no substitute for hard work and a great diet.
Thats not to say supplements don't work at all, because some do, but you can acheive the same results and better for less cost.
If you are set on using whey, check the contents carefully and avoid those loaded with sugars (as many mass gainers are). If as someone has said you need to lose weight, then get your diet right, work hard and stay well away from it