In reply to Jamesbryant: Some extra protein after your training session may help your recovery (and so make you less likely to over-train) but it's up to you to calculate your current total daily protein intake and see if you're consuming enough already. I don't know but you may eat chicken for breakfast, chicken for lunch and chicken for dinner, in which case I doubt you need a protein shake a day! I think you need about 1 - 2 grams of protein per kg of body weight for muscle repair but I don't know off the top of my head.
For recovery a basic shake of whey protein with some sugar is enough. You want about 3:1 sugar - protein ratio and take it after your session. Check out myprotein.com
Just judging by your picture I'd say (no offence intended) that you don't want to bulk up in the body therefore you need to watch your diet and beware the extra calories in the shake. Bulking up in the forearms and gettting stronger fingers is certainly a priority though.
Regarding training, if you're training for muscle growth protein will help. If endurance is your priority, sugar is a better supplement, to replace glycogen in the muscles.
Good luck!
Regarding the milk comments, that's fine if you can take it to the crag or climbing wall. Milk is pretty much identical in terms of protein and sugar to a protein shake, so 'Tiberius' I don't know the reason you fart and smell but I doubt it's the shake.