A.K.
Hi C., my daughter was 4 months old when she developed stranger anxiety and I was the only one that could hold her. She wouldn't even let her own father hold her! Basically, anyone that she didn't see from the time she got up until the time she went to bed was a stranger to her.
Your daughter's memory isn't developed enough to decipher between relatives she sees every weekend and strangers. Give it a couple of months and you will probably start noticing a difference. When my daughter hit the 9 month mark is when the anxiety deminished. It's not really a bad thing, except that if you want to go out on a "date" with your hubby it's not going to be full fledged date because your little one will be there. :-)