Julie, when we first got Dylan I couldn't go anywhere without him, including the loo. He'd sit outside the door and make these pathetic whimpering noises. Even if he was asleep and I went into another room he'd be straight up and following me, I fell over him umpteen times because I hadn't realised he was right behind me and I stepped back or turned round and trod on him! As time went on he did it less, and now I complain I might as well not have a dog, as after his morning walk and breakfast he disappears upstairs onto the spare bed, and doesn't move again till he hears me making my lunch. (He does still follow my OH around though, probably because he doesnt see so much of him).
Its rather like clingy toddlers, they drive you mad holding your skirts then when they become independant and dont need you, you miss them. He will grow out of it, but if you know you are going to be doing something for a while which he can't join you for, make sure he's had a game, and a little something to eat, then hopefully he'll settle and have a nap.
Sue