If you crate her when you are gone from the house or at night be careful how much you use the crate for a "time out" or she will begin to see the crate as a bad thing...
Just for me personally, I would tell Lucy NO and throw a ball to distract her. They think we are their littermates when they first come home so they really think they are doing a happy thing "playing" with me. Rather than making her think she was doing something "wrong" I showed her what was "right".. That's just the way I did it and it worked.