You can't let her out while she is crying or she learns that is the way to get out. You have to wait until she is quiet, even if it is only for a few seconds. My pup is 5 months old and she will still cry for a minute when I crate her and walk out. But it only lasts for a minute-she is just telling me that she doesn't want me to go.
Stormageddon (Stormie) GSD 11/9/13
Rio Husky/Shepherd Mix 8/1/00-7/15/13