I've been in this situation a couple of times myself, and have learned first to extricate myself, and later to avoid them altogether.
You made the "mistake" of being "too nice". It's important to set boundaries in any relationship, especially professional ones. Be forewarned, that setting up these boundaries now, after you've allowed her such access into your personal schedule, will probably be hurtful to her. You may have to become a little cold in order to dissuade her overly-dependent behavior.
The reason she is bugging you constantly is because you're a push-over. She doesn't want to figure out things by herself, and you have allowed yourself to become her personal secretary by doing all these things for her.
The key here will be for these interactions to incur a cost to her, not only to yourself.
I would avoid addressing all of these concerns in a single, all-in-one, conversation because there is no universe in which this will go over well. Instead, I would address these issues one by one:
1) Listening to music / being loud
As others have suggested, try having a private conversation with this lady. Explain, very respectfully, that you are very busy, and that you cannot work in a loud environment. Ask her to use headphones when listening to music and/or to lower the volume.
It's imperative that you maintain your cool, and be very polite when doing this.
2) Constant badgering (I haven't used that word in a while :-P)
The next time this "very nice" lady approaches you with a non-work related request during work hours, kindly point out that you are busy at the moment. A simple:
My apologies, I'm in the middle of solving an issue for manager X/department Y/deadline Z. Is this work related? No? I'm sorry then, could you try asking me again during lunch, or after work?
Then, if you want to go out at lunch, simply do so. If at the end of the day you need to go, simply do so. Do not approach her to re-initiate the conversation. Let her come to you.
If she does come to you again, help her as briefly as you can politely get away with. Make it clear, although not by being rude, that you are going out of your way, and have other issues to attend to.
For example, if she asks you again for help looking up an article at lunch, or after work, get up, put on your jacket, and say that you've in a hurry, but take the time to type a query into Google for her. Better yet, tell her the query to type and disassociate yourself from the process. Try standing behind her, but not touching the keyboard. If she offers you the seat, refuse.
The goal is to stop being her immediate, on-demand problem solver.
You have to put up walls and set boundaries which you've mistakenly allowed her to trample.
Note: if the problem is work related, behave similarly. Do not immediately interrupt yourself to help her. It sends the message that your work is not important, that only helping her is. Instead, ask her to wait a few minutes. Tell her that you need to finish something and then you can help her.
Most likely this "nice lady" will start thinking that you're being cold/rude. It is important that you remain as warm, friendly, and polite as possible, while firmly refusing to help her solve her personal problems, or letting her distract you from your work.
She might comment on your behavior, in which case simply avoid any confrontation.
Important: her behavior will not change over night! This situation did not develop in a single day, week, or even month, so most likely it will take just as long to remedy. Simply remain cool, and always follow your priorities. Slowly stop solving her issues, and simply offer some support instead.
4) The nuclear option
If her behavior persists after a week or two of hints, the gloves may need to come off. At that point you might speak to her a little more frankly, and say that you cannot focus on work because of her music/questions, and that your performance is being affected. As politely as possible say that you are there to work, and that you will help her with her questions if you can, but that you would like her to stop asking you during work hours.
This will definitely come across as rude, so be ready for the fallout.
If you think that she might take that sort of conversation too personally, or worse, go to HR and complain that you were rude (some very nice people become very nasty when "offended), then don't confront her.
Go to your manager and state the problem. Say that you've tried to refuse her requests, but she keeps coming back/listening to music. Your manager will then speak to her. If your manager will not handle the situation, then go to HR, but kiss your amicable relationship with you coworker goodbye.