I've never heard off pills making people gain weight, but just drinking any protein drink in excess will make you gain weight because you will probably get constipated.
I get these ones in the organic isle with the produce, I can't remember the name but it is chocolate and has loads of protein
Why not try making your own? This site has quite a few delicious sounding protein shakes. http://funadvice.com/r/1552t5tnkml
take syrup naming Appetite!