Milk digests much more slowly than whey, so ideally you don't want to mix your whey in w/ milk and slow it down. Post workout you want an immediate source of
protein (whey) and a fast source of carbs.
WMS is a great source of quickly absorbed carbs. When I use it, I'll down a couple scoops and then wait 20 mins til it clears the stomach and then do my whey. of course you can always drink gatorade and then whey a couple mins after that, too. Sometimes I'll even drink a soft drink to get my post workout sugars.