protein shakes and cardio

So I've been drinking a premier protein shake for breakfast and for lunch, working out in the afternoon, then having dinner and an evening snack. A few times after working out I've gotten really nauseous and have actually thrown up twice... Do I need to be eating more before working out? I really hope not because it is a lot easier for me to controlcravings early in the day and using the shakes has really been helping keep my calories down!