I make my own using ice, plain LF Greek yogurt, SF PB, cocoa powder and almond milk (sometimes a little vanilla or stevia for a little sweetness) If you use protein powder with water or milk, just make sure it is SF.
One good thing about South Beach is you get to be a really great label reader. Just read your label on your choice of protein shake and make sure the ingredients are compatible with either phase 1 or phase 2. I know there are sure a lot of options out on the market which add sugar.
I add a protein powder to my morning smoothie. I personally stay away from soy and whey products. My protein powder uses amaranth and quinoa which would not work for phase 1. My smoothie is a replacement meal for breakfast so my protein powder and a greens powder is actually just a boost to a mostly veggie and fruit smoothie.
You can post the ingredients to your protein shake if you have any questions.