First, don't feel bad, b/c your baby will not have colic forever, even though it feels like it. I found that w/ my first daughter, giving up milk, cheese, even cremora, which has milk protein, eliminated the problem. (also tomatoes, broccoli, onions, citrus fruits, sigh)
Now w/ my son, it was another story. He was miserable -I mean cried from 6 pm to 6 am. I gave up everything except oatmeal, it seemed, but that didn't work. Neither did baby massage, mylocon,prescription colic drops, even testing for reflux at the hospital. My sister is even a pediatrician and ran out of ideas. He never napped and I was a zombi. I remember just holding him and crying. Thank g-d he wasn't my first b/c I would have blamed myself. Just remember colic usually ends at 7 months (the latest!)and also breast feeding is best b/c it has smaller molecules/better fat/protein ratio, that are easier for your baby to digest. Soy formula may work for you if you choose to stop breastfeeding. I found Carnation Good Start as a good supplemental formula,(I was still breastfeeding) b/c the protein molecules are actually smaller in this formula, mimicking breast milk composition better. (and it's cheaper than other formulas, at least when I used it)
At 9 months, my son became a smiling drooly happy baby and has never stopped smiling. He is the light of my life, along w/ my daughter. Keep your chin up and remember that it won't go on forever! HTH /karen