Into a blender, put:

1 Can Cream Soda (diet) (or 1 1/2 C Water)*
1/2 tsp. Vanilla Extract*
1/8 C. Heavy Whipping Cream
2 TBS. Protein Powder
1 tsp. Folgers Crystals (decaf)
1/4 tsp. Guar Gum Powder  *See Note
10-12 Ice Cubes (Depending on size)

Cover and blend on low speed (pulse) for a few seconds, (this helps crush
the ice better) then on high speed for about 30 seconds.  When done it should be thick and smooth.
 

*Note:
When using Guar Gum Powder, it's important to blend immediately upon putting it in the liquid.

When I use water, in place of Cream Soda, I substitute 1 Tbsp. Da Vinci SF Vanilla Syrup for the vanilla, to make up the difference in sweetness.
 

This makes a Coffee shake containing roughly:
 205 calories     1.5 carbs     24 gm protein      10 gm fat
 

I realize that some like to count carbs for the Heavy Whipping Cream, but I just go by what's on the label...  Use whatever counts work for you.