Making protein Frappuccino, any ideas?

I use my blender and some milk sometimes water and add protein powder and ice and blend but the ice and liquid separates, do you know what I'm doing wrong ?

Some protein powders have thickeners in them that help hold it all together. Try adding 1 TBSP of SF pudding mix...that should make it creamier. 1 TBSP = 1 serving on the nutrition label.