We went through this too Sarah - DD was fine in the bath but would start screaming the second we took her out. Showers didn't help as she'd just scream when she was taken out! Then we decided to try warming up her towel. So while she was in the bath we would put her towel over the heater and she would come straight out of the bath and into a nice toasty towel. This was the only thing that worked. Then one day, when she was around 3 months I think, I forgot to warm the towel and she was fine! And been ok ever since.

Good luck, its hard when they are so upset but hopefully she will grow out of it.