You very well COULD be protein sensitive, especially if you have coarse hair. If your hair feels dry even while it's wet or is dry, straw-like, and brittle when it's dry, that usually means you're protein sensitive. A good way for you to tell whether you're protein sensitive or not is to buy a gel without protein and see how your hair feels with that. If it's not dry anymore, you know it was the protein. If it's still dry, your issue could be caused from something else -- not using enough leave in conditioner, not using a heavy enough rinse out, not doing enough DTs, etc. Some popular protein-free gels are Herbal Essences Set Me Up and Totally Twisted, Got 2B Spiked Up, LA Looks NutraCurl, and Aussie gels. They are all drugstore options and are reasonably priced.
Type 2c/3a with lots of hair and a super sensitive scalp! Med/slightly coarse texture, low porosity and elasticity.

Favorite...
Low poo: Organix TTM, Essential Wholesale Free & Clean
RO/LI: TN, GFTN, YTC
Stylers: EcoStylers, GF Curl Shaping Gel, Aussie Aussome Volume Mousse & Instant Freeze Gel, GFPC, LALNC, La Bella Lots of Curls, Apricot Oil, KMFUM, AO B5DG
Extras: sugar scrubs, AVG washes, pre-poos with EVCO, oiling scalp before washes, plopping, gelatin PT.
Mod-CG since 12/1/10!