If you're allergic to dairy products or lactose intolerant, try any of the flavored yogurts made from soy. You'll never know they aren't made from whole milk.
1 cup ice cubes
1 cup calcium-fortified orange, pineapple, or grapefruit juice
3/4 cup plain or vanilla low-fat yogurt
1/2 banana (optional)
2 tablespoons protein powder (optional)
Combine all ingredients in a blender, and puree until smooth. Serve immediately.