Welcome to the board, madskillz. If this is your first time using creatine then yes, I would load it by taking 3 or 4 servings a day for the first week. Then take it once per day (post workout) from there. After the first time you cycle it, I wouldn't bother with the loading. Just doesn't have the same effect the second time around.
As for taking
whey protein with a
protein shake, I wouldn't. Use the shake as a meal replacement and take the whey post workout. You will probably see better results that way.