I agree, she needs to learn that she can't take things home. I had an issue with that with my nephew, same age as my 2nd son, he would come to our house and leave with their favourite toys. My boys eventually would make sure his hands were empty before he left the house. I didn't blame them as they were tired of their toys being taken. And if the parents don't like it i think its tough luck, I'm sure they wouldn't appreciate it if it was reversed and your children took her toys home with them.

I think with her behaviour you would have a right to give her time out, your children shouldn't be subject to that behaviour and I'm sure if they were displaying that you would look at those type of measures.

Good luck with it all