Well, IMO I wouldnt pick her up. This is a behavior that you are encouraging by doing so and something that can get worse in the long run. And though we love these little ones so much, they are not human babies and shouldnt be treated or compared to one. My Meka will be 2 yrs next month and still has a habbit of whining from time to time for different things. I simply tell her "no whining" and she quiets down a bit.
Even as a mother of a human child, you have to teach your children some independance, ya' know