Thats a god question, I think it has to get really hot in order for that too happen. Think about it, you cook a turkey in the oven for Thanksgiving for around 12 hours, and your not destroying the protein. You cook all of your food, and you still get the protein. Granted, it is whey, but as long as the water is not boiling, i think your fine. If the protein is destroyed in slight heat like that then all of Tobey's recipes for protein bars are all in vein. I can't believe it!!
actually, it might even have to go beyond boiling to destroy protein, look at eggs. To hard boiling them you need boiling water (does that sound like an oxymoron or what)