Standard yeasts won't ferment lactose. kluyveromyces marxianus is the preferred yeast, although I believe there is a candida that will work, too. Might be called candida kefir, but I can't remember right now. Searching kefir grains Should turn up more info.
I acquired whey on several occasions in order to make high proof alcohol. Without fail it was already spoiled. The dairy considered it a waste product and was more than willing to give it away, but they wouldn't refrigerate it.