Do I need to drink a recovery/protein shake after Insanity?

I've been doing Insanity for 3 days. I know its normal to feel absolutely beat up, but my body is really sore and I find myself lacking energy. I do not follow to nutrition guide it came with. I'm trying to balance my diet so I have enough energy to do Insanity, but it seems to be failing. What is the point of a recovery/protein shake? Are those protein shakes and recovery shakes different? I want to see noticeable results, and I read that supplement shakes will give you even better results. Anyone please just explain how a recovery or protein shake would benefit me. Thanks