I can't think of a stage that is harder to live through than the whining stage S.. It happens because it has been effective thus far (babies communicate through whining, tears and screams) so the child is just banking on the fact that it will continue working. She has no idea how annoying it sounds, she is just trying to get her needs met (or wants met).
It will take a while to get through this but what you have to do is refuse to give her things unless she asks without whining. What I said to my girls was, "Hmmmm... I didn't hear what you said... all I heard was whining. Can you ask me without whining?"
After a while, they started to hear what I was talking about. I came to the conclusion that they really DON'T hear it when they whine.
So pointing it out and not responding to it over and over is the road to making it stop. Later on, when you are starting to have more fun with it you can say things like, "Did someone just ask me a question? I heard some whining coming from somewhere..."
Anyway, have fun with it S.. It does drive moms crazy, but it really is so natural. Making a federal case out of it or punishing for it just hurts the child's self-esteem, which is never a good thing.
If you can help her to move out of whining now she won't become a whiny teen (or wife!).