Yeah, sometimes if I haven't had time to eat and I drink a lot of whey protein on an empty stomach, I do get some nausia. I usually eat something solid when that happens and it goes away. If you still have problems, there is a product called Meclizine HCI that you can buy at the drug store that takes care of nausia better than any over the counter drug. No prescription needed, but you have to ask the pharmacist for it becasue it's sold behind the counter. Believe it or not, the pharmacy at K-Mart sells it cheaper that a chain like CVS or Wallgreens does.
For what it's worth, I've tried HDT (bad taste, hard to mix), Body Fortress (great taste, only 19g protein a serving) and ON Whey (great taste, very easy to mix), and the ON Chocolate whey is the only one that I've gotten any nausia from. I'm going with All The Whey next time.