When does she do this? Does she do it when you are not near her or only when she thinks you are going out with her? What do you want her to do instead?
If you are getting ready to go out, she pounds the door, teach her SIT. Tell her to SIT. Nothing happens (including you looking at her or you moving toward the door) until she sits. Her answer to get you to move to let her out is to sit at the door. Any other behavior, you simply stand there and stare into space. If she gets up after being told to sit you stop moving toward the door. The minute she sits you move forward.. if she gets up, you stop. When the door opens she has to remain sitting even with the door open. This is an impulse control game that uses the Premack Principal if you want to get into that. Simplified.. she does not get what she wants until you get what you want. Make it clear. She will learn quickly if you are clear.
You can couple this with teaching her to touch a bell to be let out as Leo Rose suggested. You can teach the one, then when she is sitting, teach her to touch the bell. Then, when she rings the bell and you are not around, you must let her out.. but she must remain sitting until you give a release even after you open the door.
