Since I am going to be sharing several recipes here for lacto-fermented foods, I felt it necessary to explain how to make whey. It is very simple, actually...
Go to the store and buy some plain yogurt (or if you happen to have homemade yogurt, that's even better - just make sure it is "plain").
Line a large strainer with a clean kitchen towel, place it over a large pitcher, then dump the yogurt into it.
Let it sit there and drip for a few hours. When dripping slows after a few hours, take the towel off the strainer and tie the towel to a wooden spoon (or any big spoon) and place the spoon on top of the pitcher to where the towel of yogurt is hanging suspended in the pitcher from the spoon. Leave it there several hours or overnight, until it completely stops dripping. (overnight is probably best)
When it is done, the stuff that dripped into the pitcher is your whey. It will last about 6 months in the fridge. The stuff in the towel is like cream cheese, and can be used just like cream cheese in recipes and such. It should last about 1 month in the fridge.
And in case you're wondering - you leave the yogurt sitting out at room temp.
I tried the Braum's yogurt the first time, and it didn't work. I think that's because it has gelatin in it.
All the rest of the time I have used Dannon brand yogurt (or homemade yogurt), and it works just great! 
If this doesn't make sense, then please let me know and I will try to explain it better.
Don't be afraid to try this. It is really easy, and it's almost impossible to mess it up. 
Also, you can make whey the same way using kefir instead of yogurt.

