I'm not sure if I read it correctly, but is she staying in the playpen at night and during the day? If she is staying in the playpen during the day while she's awake and where she plays with her toys, she probably can't figure out why she's expected to sleep in it at night. I recommend using a crate at night - the space is probably going to be a little smaller and she will know the difference between play time and bedtime.
It can take some time to crate train, but put a shirt or blanket that smells like you in the crate with her for some comfort. Some friends of mine also placed a blanket over their Westie's crate in the beginning to help darken it and it seemed to calm him down.
She's pretty young, so she is probably just trying to get used to things. Best wishes!
