Aside from the fact that he's campaigning against a popular incumbent, there's a very big reason why he's going to lose:
He would be bad at the job.
From the second he entered this election, he's only campaigned on three issues. Being pro-life. Being pro-family. Being Republican. And that's it. If the only issues voters care about are banning abortion and discriminating against homosexuals, then he would win in a landslide.
But smart voters know that the Senators and Representatives we elect have to deal with many more issues that just those two. What does Whalen know about security or economics or agriculture?
And what about Native American issues? I really haven't heard him talk much about any issues that effect SD's Native American population. What are his feelings about sovereignty or the meth problem or education on the reservations? I think he would've been a much stronger candidate if he had focused on issues like that at the beginning.
So, to sum up, don't vote against Whalen because he's Republican. Vote against him because he would be bad at the job.