I'm going along the lines with what drop your reins said. :) This is a fear/lack of trust issue, not bad behavior. She doesn't feel safe with you. That's not meant to be a slame at you, it's just horse psychology. So, go for a walk and as you walk, put yourself right behind her shoulder, kind of where you sit when you ride. The reason you do this is so you can "feel" where her first THRESHOLD is leaving the barn. When you feel her tighten up, hesitate, etc. STOP. Do not push her past this point, otherwise you will distroy her confidence. Now just wait with her, run her neck, and wait for signs that tell you she is ready to move on. She will lower her head, lick her lips, give a big sigh, blink her eyes a lot, snort, blow, etc. Then continue on. Do this everyday, on the ground, until she has little to no thresholds. Then you can progress to the saddle, and in the saddle you do the SAME THING. This issue is all about her thresholds. If you allow her time to gain confidence, she will respect you and trust you more because you are doing what a leader SHOULD do. Good leaders do not push the other party into situations where they feel scared.
On one note, I will have to disagree with luvs2ride. If she gets scared and starts running around or acting up, DO NOT punish her. It's not bad behavior, she's only acting out of instinct. She's just a prey animal. If she acts up, it's because you blew past one of her thresholds, so you need to retreat and find the spot where she calms down and gets comfortable again. If you need an exercise to calm her down, put your back to a fence and send her back and forth. This is a version of change of direction and it will get her thinking again. Whatever you do, DO NOT let her go in circles! If a horse is on adrenaline, his instinct is to go forward and if you let that happen then it will only feed her anxiety. Backwards, sideways, and changes of direction are good things to do when a horse is on adrenaline.