I started lifting last year when working with my trainer, so I kinda knew what to expect when I started the NROLW routine earlier this month.
You HAVE to up your protein intake drastically (I was surprised at how hard it was to get that much protein in my diet, even with using bars and shakes) and you do need to eat more calories on the days that you lift. Using the guidelines in the book, I've actually added nearly 300 cals to the days I workout otherwise I feel like I'm about to starve.
I also eat a 1/2 a protein bar on the way home from the gym on the days I lift - otherwise, like you, I feel like I could start gnawing on the steering wheel on my way home!
It will get better, though, as your body adjusts to the schedule and as you increase the protein. I promise you won't feel this ravenous and exhausted always!