How can I purify the wanted protein - (May/21/2007 )

You can precipitate the protein with ammonium sulphate, which will get rid of the dye. If you need lots of the protein, use a step-wise addition of the ammonium SO4 from your soluble fraction starting material. That way you can separate your protein from the other proteins in the lysate without denaturing it (see Almasy's comments on why this might be a good idea).
There will be a few good protocols for the selective precipitation process, including the necessary tables for calculating saturation of ammonium SO4.