Charlotte was in love with hers from the moment she could hold her head up until she was about 7 months old. (then we went away for months and she didnt have it anymore)

Anyway, like Mel we screwed ours directly into the ceiling (PLEASE MAKE SURE YOU GET A BEAM NOT THE PLASTERBOARD!!!) as we didnt really have a doorway we could put it with enough space and just didnt think it was safe enough.
(They give you the pigs tail hook to use in the ceiling)

As for the whole nursery set up, tell her you think it is wonderful she is so eager, but get rid of the walker as you do not want bubs to use it and follow it with another ego stroking comment about how wonderful it will be to have a night off from bubs every now and then with her so close and so eager to watch the baby...