Hello Danny, and welcome to Parrot Forums!
Yes, this is a common problem once your parrot starts to bond to you. Simply put, she prefers spending time with you to playing with her toys. She needs to be taught to self-entertain. If you haven't already, put a good amount of toys on her stand. Then work on having her stay on the stand as you move away from her for gradually increasing periods of time. (Yes, this does resemble station training... which your bird also needs, so win-win.)
When you begin, start by moving a few paces away. As you do, put up your hand in a stopping gesture and tell her to stay. Or wait. Whatever your chosen command. (Mine is "wait".) Stay a few paces beyond her reach for maybe ten seconds. If she manages to hold her position without losing her mind, come back and reward her with one of her favorite treats. But if she flies to you, just calmly tell her "No" and return her to her stand.
Continue this while gradually increasing the distance as she improves. She'll eventually make the correlation between staying put and receiving treats. Now, this is largely station training, as I'd mentioned before, but the difference here is to also reward her and make a big deal of it if she starts playing with her toys while waiting for you. Eventually, you should be able to leave the room without her losing her mind trying to get to you.
Btw, if she isn't at all comfortable with toys, you'll need to teach her how to play with toys. Hold her toys and play with them while she's in your lap. They learn a lot by imitating us.
Keep these training sessions relatively short. You'll learn her learning threshold soon enough. Likely somewhere between 5 and 25 minutes. Don't go over, as it gets unproductive at that point.
Another thing. Setting a schedule will help quite a bit as well. Get her used to a routine so she understands that there are times where she'll get to play with you, and times when she'll need to self-entertain.
It may take some time, but she'll come around.
Here are a few links you may find helpful.
Station Training:
http://www.parrotforums.com/training/56274-flighted-bird-training-advice.html
Stepping Up:
http://www.parrotforums.com/training/57538-not-stepping-up-doesn-t-understand-stepping-up.html
http://www.parrotforums.com/training/48810-need-help-step-up-training.html#post435993
Screaming Behaviors:
http://www.parrotforums.com/eclectus/61617-behaviour-issue.html
http://www.parrotforums.com/training/48649-screaming-behavior-mods.html