Is it rude to do this to my co-worker?

Okay....I think you should take back that file. It was your duty to process int the first place and what would it look like for your coworker to be doing your job? If you feel like she is using you, she probably is. Be nice but keep business from pleaure. Always. You can have friends at work, but work comes first when you are working. It doesn't matter if she likes you or not. It's not your job to be her buddy. It's your job to be her associate. And next time she asks you to train her on something and you don't want to or not sure, tell her you will talk to your supervisor and get back with her on that. If she doesn't like your answer, then SHE can talk to your supervisor! You need to start putting your foot down. NOW! Let it be know that you are not a floormat either in the work place or out. Trust me. I've been there. There are people who will try to get over on you, and they will succeed if you let them. As for her tagging along to lunches, bring that to your supervisor's attention. She doesn't need to take advantage of your (or her) position that way. Sounds like shes just being nosy, trying to look more important than what she is AND score a free lunch. I'm so sorry you have to put up with this! Best of luck!