
I'm thinking the sessions are at home as opposed to a class (you mentioned putting her in another room)?
Do you have a cue which means the session is over? I use 'all done' with mine and show them my palms, they then know their session is done with and although I do get sulks, it's a lot easier to swap dogs then.
If one of mine was doing what yours is - and Raine can do sometimes, being part malinois she just wants to go on and on and on and on and on :-P - I would train her last and when the sessions ends, give the cue and just walk away so that she knows it is done, no questions, no chance of an encore. With a dog like her I'd have to do that a fiar few times before she got the message though and if she were like your girl, I would use a longline like others have suggested and work on basic control exercises in the meantime.
Edit: by which I mean self control exercises, not general obedience - might be worth you having a look at the Control Unleashed books/DVDs (DVDs better from what I've heard, I have the book and it is good but hard to get what she's saying at times).