Do i need to take a protein supplement while working out?

No: Get enough protein in your diet. If you're trying to pack on muscle, one gram of protein eaten per day per pound that you weigh is sufficient and more will not help -- it'll just go to fat and rob you of definition. Generally, eat sensibly. The protein can be a cheap whey powder, lean meat, chicken, fish, tofu, eggs, whatever seems right. Glad you're exercising.