Whey protein supplementation has been found to be safe in HIV. However, a few people with milk protein intolerance may get diarrhea or bloating if they consume more than 40 grams per day. Many products are lactose free, so if you are lactose intolerant read the label.
There are four types of whey products:whey concentrates, whey isolates, whey hydrosolates, and ion exchanged whey. The first two have active immunoglobulins that may be beneficial to the immune system, and the last two are more expensive forms that claim to be more easily digested and that contain less lactose.
More on the study: http://www.thebody.com/Forums/AIDS/Aging/Q233921.html?ic=700101