Is it a particular room or just any room in general? And does it get worse outside of the house? Since your 3 year old is mobile is it possible to encourage her to come with you? My 3 year old often times will tell us that he doesn't want to be alone, which is of course his way of encouraging us to come in and sit with him. Sometimes if we can get him out to the kitchen where we're cooking dinner, etc., he seems okay and then often times wonders off to do his own thing. I'm constantly being reminded that it's a battle/war thing. If going back into the room to ease your baby wins the battle for her, fine. If in the long run it makes her feel secure so that in a couple of weeks you can go about your business without the anxiety, win for you.
My son and I also do a (very cool I must say!) series of high 5's whenever I leave him at day care. It used to be purely transitional, but now it's just a fun game we play a few days a week! Anything that helps . . .