I agree with Snow. However, if your protein shake contains glutamine, make it just before you drink it. Glutamine doesn't like to sit around, especially in a cold environment. Whether it denatures it or what I'm not sure. I don't even take my glutamine with cold water because I've been warned that its not as effective for some reason or another.
I don't see any problem with that. I have seen "drink immediatly after mixing" on directions though, so you might want to look into it a little more. Best of Luck- sween