It took almost a month before I could get my female, Annie, to come anywhere near me. Even now, (we have had her 3 months), I am not allowed to pick her up. She climbs all over me and plays and will curl up in my hands if it's under HER terms, but I cannot pick her up with some consequences! ;)
Keep at it, don't force her. Talk to her through the cage, offer her treats, and don't get frustrated! It's such a process, but they are worth it! Some are more stubborn then others! Keep at it, they will get better! :)