You have no reason to be drinking protein shakes at all. Walking isn't an exercise that requires additional protein, so you're just adding useless calories. Most Americans eat too much protein, not too little. If you were working out with resistance training, a shake might help put on muscle quicker, but if you're trying to lose weight, there's absolutely no purpose in protein shakes. And when you say non-fat foods, what do you mean? Fish is high in fat, but it's good for you because of the fat. Many non-fat prepared foods, if that's what you mean, are terrible for you because they contain sugar to compensate. Most protein shakes also contain a lot of sweeteners, either sugar or toxic artificial sweeteners because they don't taste very good otherwise. What you need is to eat good healthy meals, avoid simple carbs, well, you know the drill.
How long have you been drinking.them?? And they often help.best before or after you work out.