Well, she is just a youngster yet. The best thing you can do when they are like that is to expose them to all kinds of situations and when they show you they are scared - just pat her on the head and tell it is all right. Do this every time she acts that way. She will probably always be a bit that way, but as she gets older she will be less so.
That is the reason to expose them to new things when they are very young puppies.
