Agree - lactose-free milk has lactose taken care of, but NOT the milk proteins. We are MPI here and have found we can tolerate yogurt - the bacteria that culture it seem to pre-digest the lactose and proteins enough that we can handle them - but that doesn't hold true for all families by any means. (I make about a gallon of yogurt every week!) That's also just about the only dairy we can manage. The exceptions are butter and unpasteurized milk, which we can't legally get where we live - we have to travel out of state to get raw milk, so we only really get to have it when we visit grandparents.
Some MPI folks do OK with goats' milk instead of cows', but I can't have either without tummy troubles unless they're unpasteurized.
For now continue with the HAF as Vikki suggested. As you add in more solids, work in calcium-rich foods like fish and dark leafy greens (kale, chard, spinach, beet greens, broccoli, even lettuce - but not iceberg lettuce if it's even available where you are!) as much as you can. And quality calcium supplements are more widely available now.
As a side note I just thought of, many MPI people also have problems with soy. Apparently the proteins are similar enough that the body can't always tell them apart, so if you try soy products as a replacement for dairy, do so with caution. (We can't do soy either here, so that kind of makes it easy for us. LOL)