It depend on what you mean by Wal-Mart protein. There is not a Wal-Mart brand to my knowledge.

I do know they sale Body Fortress (based out of New York, owned by Healthwatchers Inc), Six Star (owned by Iovate, based out of Canada and who also own Muscletech and Muscle Asylum (fwiw the Six Star line looks like a low dose version of Muscle Asylum IMO), and EAS.

I have used Body Fortress myself for a few years and don't have any problems with it. It's about $15 for just over 2 lbs IIRC. Right now I go to Sam's and get a 5 lb bag of whey for $28.