L.B.
You're gonna hate me for saying it...but just keep doing what you are doing. Tell her it is unacceptable to get out of her bed at night unless it is an emergency (and define what that is). I would also recommend asking her why she is getting up...I suspect she is scared (that's why she wants you to come into the room with her...after all mommy's and daddy's scare off monsters). If monsters are indeed the problem, get a small spray bottle from the travel section at Wal-mart and fill it with water and a bit of fragrance (Fabreeze, fabric softener, etc.) and give it to her to spray around her room to "kill or ward off the monsters". Sounds absolutely crazy but it does work. If you don't have a night light in her room you may want to consider it as well as a small fan just for white noise...it drowns out all the house noises and actually helps them sleep better. Good luck!