I don't actually believe that whey can be dissolved into a liquid. I think that whey just suspends within the liquid you've chosen to mix your protein with. I know I can tell this because if I make up a shake the night before for the following morning, when I pull it out of the fridge, it's as if the protein has begun to seperate from the liquid, and then it must be shook up again. Also, the type of whey protein or blend of protein you're using will greatly determine how easy your protein mixes up in either water or milk.