No Whey!
(Why we can't eat Whey or Casein)
As a Vegan or Vegetarian, it is very important to read labels, as many processed foods that do not contain milk or obvious animal-based ingrediants might include Whey or Casein. While casein is not part of the protein makeup of milk, it is a byproduct that is created after milk has been curdled and strained. The reason the milk is commonly curdled in this way is to make certain cheeses (like Ricotta) and casein, which is used as an additive in many processed foods (including some breads and crackers).
Rennet is the most common milk curdling agent, which is taken from the stomach of a newly killed calf used in the cheese making process. This means that whey and casein are ingediants that should be avoided by vegetarians and vegans alike. There are a few vegetable-source rennet (lemon juice, citric acid and sulfuric acid) used to separate milk, but because processed foods do not often state the agent used to make the whey or casein, these ingredients should be avoided by vegetarians unless otherwise noted on the product label.
Source: http://en.wikipedia.org/wiki/Whey