As you probably know lactose is a suger found in milk products, so most protein powder should be okay. Just stay away from plain whey protein. If you buy whey anyway make sure it's pure/refined etc. (Got 0 carbs and 0 fats) As all sugers and therefore lactose Will have been removed from the product.
I have an allergy to milk protein and i drink egg white/beef protein powder. There is also soy protein powder or vegan protein powder you could try. As you probably already know you should read labels. :-)