Her paws will do that until they toughen up or you use something for them. They have very soft pads and when you walk them on a road/concrete it will tear up their little paws and the sensitive skin between. You wouldn't see this if she was walking on grass as it isn't rough. Is she young? It seems to happen with the younger ones more.
My cousin has a maltese that she took on a walk on the road for the first time. Poor little guy came back with bloody paws as his little feet just weren't use to that roughness.
Try using this...
Mushers Secret-all season paw protection for your dog
You put it on their paws before going for a walk. It forms a barrier that keeps their paws protected. It is all natural and completely safe. It also protects them from the heat when cement gets hot from the sun.