Dog is tense all the time!

[VisualiseAHorse]

Haven't posted over here in the doghouse before :)

We've got a 4 year old collie (cross something...she's very 'fox-like' in her face). She's a rescue dog, and we've had her for a year. She's called Millie - she is very sweet and we're really glad we got her!

Our problem is this - anytime either one of us makes like we're going out she gets really tense and won't settle until she's either been taken out, or the person leaves the house. When I'm getting ready to take the baby out for a walk in the buggy (can take about 15 minutes sometimes!) she'll run circles around my legs and get in my way, so usually I resort to making her sit in the bedroom until we're ready to go.
But she'll go tense (ears pricked, watching your every move, won't lie down) even when I just put a jumper on, or put my shoes on, even though I have no intention of going out, she still thinks we are. Also, when anyone comes in, she thinks they're taking her out for a walk!

What can I do to make sure she only thinks we're going for a walk when we're Actually going for one?

(we don't have a garden, but do have a very large field just outside our back door, she gets taken for two 40-min - 1 hour walks a day, and a huge 4-5 hour walk once a week normally).