Hi,

She's got a habit of her whole lifetime. For her whole existance she's been connected to your body (inside you) could hear your heartbeat, was fed continurally, was never alone. No 2 week old will love being put in their bed, alone to sleep - they eyes which may be getting heavy will fly open as soon as her head hits the cot. She wants to be with you.
It won't always be like this. Pop her in a sling for sleeps, co-sleep (if safe ie no drugs, smoking etc) or cuddle her until she is really, really asleep. She will change.