Put the rope without tying it where she usually is tied, and hold the end. Have someone stay near her back, and everytime she pulls, they touch her lightly with a stick or a whip until she moves forward. When she takes a step forward, release all the pressure, meaning you almost let go of the rope, to make her feel comfortable and calm. Do this over time until she stops pulling.
My boy realised he could just pull and set himself free so I used to hold the end instead of tying a knot so that he wouldn't be free when he pulled back. I also gave him a small slap and eventually he gave up.