Don't despair, Soy Frappuccinos are quite nice :-), and if you really need that ice cream, milk shake or cheese cake, take some lactase first.
If you are not sure that your tummy symptoms are due to lactose intolerance, try drinking a glass of milk one morning, and don't have anything else to eat for a few hours. If you experience symptoms within an hour or 3, you are probably lactose intolerant. Do this on a day when you don't have to go to work :-).
If you do decide to eliminate dairy from your diet, it would be good to take a calcium supplement, since you will be missing out on a great source of calcium.