One of my dogs has always been the same way whenever a new animal is brought in to the house. She absolutely loves all of them, and when they're new she's just GOT to follow them everywhere. I handled it much the same way you did, and I just kept on her and used her leash or kept them separated by a barrier a lot. Eventually she let up on him (kitten) and they coexist peacefully now. It only took her a couple weeks to settle down, but she was 6 and a half years old at the time.
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