Protein supplements can help a hard training routine but they're not the be all and end all the marketing companies would have you believe.
Getting a balanced diet high in protein, moderate carbs, low in fat and with some unsaturated fats will help shed bodyfat and build muscle.
If you can't get a protein source with each meal (eggs, milk, meat, poultry etc) then protein drinks are a convinient way to plug the nutrition gap but unless you're really training hard you on;y need one or two at the most per day.
I train very hard as a bodybuilder (and am hoping to compete towards the end of the year) and to build and maintain lean muscle tissue at over 17 stone means I've got to eat A LOT of protein every day and use three protein shakes to help boost my daily protein count.
Just try and eat sensibly and the hard work in the gym will kick start your metabolism to burn bodyfat and tone muscle.
I've tried just about every protein powder on the market and they're all pretty much the same so don't sweat about the different brands and prices. Just buy whats not going to overstretch your wallet and spend your cash on good real food.
Training is a big part of life so if I can help at all with any further questions, let me know.
Boxer