It's OK. Well, at least the stuff I use is. I use Optimum Nutrition which I get from:
http://www.flexyourmuscles.com/
You'll probably have to find a Canadian source. Optimum Nutrition whey contains no lactose. Or just read the labels and find a similar product that's available to you. I'm also lactose intolerant, though not severely so. I like their products because they don't seem to be "contaminated" with stuff that I don't want.