My Mega Whey shakes do have BCAA in them so when I drink my shakes (just 1-2 scoops now) I do get really full for an hour to two after. I did a little experiment and stopped drinking them for the weekend and found that my appetite was HUGE. So I'm guessing it's just the shakes so I cut way back to just 1 scoop per shake or 2 if I use it as a meal instead of a snack.

From GNC:

"Mega Whey™ combines 40 grams of whey protein per serving with 5 grams of glutamine and 3 grams of branched chain amino acids (BCAA)... One of the many attributes of whey is that it has high bioavailability when compared to other protein sources and supplies (BCAA) which are essential amino acids that are part of muscle protein and help reduce the amount of protein breakdown during exercise*"