I've noticed that when I drink a protein shake (consisting of 2.5 scoops of whey protein and about 2 cups of milk) after my workout I tend to get diarrhea. Does anyone else have this problem and what can I do to fix it?

I've tried drinking water with it assuming that perhaps I was getting dehydrated or something (I don't exactly know what causes diarrhea) but that didn't work. I might have been drinking too much or too little water though.

I thought that eating a little bit of food with it would help but it didn't seem to help (it's not like I ate a complete meal with it, just a couple mouthfuls). I like to get the protein shake in after my workout but would get too full to drink a whole shake and whole meal after my workout.

The only thing I can think of is that perhaps the shakes are too concentrated with protein? Maybe there is something about whey protein that our digestive tracts can have problems with if we don't take the protein shakes correctly (I assume since I'm having problems).
BTW I'm almost positive the diarrhea is coming from the shakes because that was the only time I had problems with them. As you can tell this is a problem because I want to get the most out of my weightlifting which would require that I get enough protein in me.