I've heard that its not that easy to lose weight and gain muscle at the same time, as to put on muscle you need to be eating more kcals then your using, to lose weight you need less. Are you doing any weights when you got to the gym or is it just cardio stuff?
I've only been going a couple of months, was doing weights, then 40 mins cardo, but have decided to seperate the two as cardio after weights is not as good for gaining muscle. Now I just work out till I'm dead and do a gentle 5-10 mins on the bike or crosstrainer to warm down and go out running on other days, which I think is working better for me, but its early days.
Advantage of making up your own shakes is that a lot of the premixed ones have loads of extra kcals in for bodybuilders who are bulking whereas with just the powder you control exactly what goes in them.