Just to add to Steve's comment as to how your body excretes liquid protein. Based on your body type, weight, size, etc., the body only can handle so much protein in doses (especially through liquid). Thus, if for example, you are trying to get bigger and you take a 50 gram protein shake at the end of a workout, your body will absorb as much as it can and your body will dispose of the rest (this is done through things such as peeing).
Jed, I'm assuming along with muscle you are trying to gain size as well. If this is the situation, sure protein shakes will help, but you also have to increase your calorie intake. It is hard to gain size with crossfit unless you eat eat and eat. Muscle on the otherhand, thats just a biproduct of the program.