Cavalier King Charles Spaniels

Help - Two months ago I purchased a female (2 year) Cavalier - she is a delightful little dog, but has a behaviorial problem - sometimes, not always, she will start whining and just not stop - she wants to be picked up, but I'm hesitant to do this and it will only encourage her to whine more - on Saturday she whined for about 30 minutes till, in frustaration, I put her in her crate.  Sunday I took her to a friend's to meet her new IG puppy - the moment I got out of the car she started whining - I ignored her - she sat on the chair with me (behind me) and finally stopped and then I told her what a good dog she was!  Anyone with toy dogs dealing with this?  She is my first toy/lap dog and I know she is going through a lot of changes - coming from a ranch in Oregon to an apt in Wisconsin - will she become comfortable enough to cease whining?
 
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