Does anyone know of any other protein powder that will due the same job in baking as whey protein?

(I got in my family someone realy allergic to dairy products)

Whey protein is fairly distinctive in it's impact on baked goods. You might be able to get away with dried egg whites, or, possibly omitting it altogether.

It really depends on the recipe. It could be present for a number of reason:

aesthetics (opacity)
binding
slight sugary mouthfeel (very slight)
shine

I think one of the biggest reasons whey protein is used is because of it's resemblence to white flour in it's powder state. The similarity ends there, though. Once you combine it with water/bake it, the results are completely different. That's why whey is never the primary component of anything. If it was, it would be shiny/hard as a rock.