In Drinking Heavy Metals Slowtwitch Science Editor Jonathan Toker discusses the fact that several protein supplements have been analyzed to contain heavy metals.
I have the simplest solution to the problem: never consume any protein supplements at all.
And while you're at it, quit taking other supplements as well! It's a popular marketing myth that we need these expensive "natural" products for health and peak performance. Actually the opposite is closer to the truth. Spend your money on whole fresh fruits and vegetables instead - they are the real health food.