I need help with my new dwarf hamster?

That definitely looks like she is bathing to me. I have had hamsters my whole life, including dwarves, and that is what the dwarves like to do (not so much the syrians)! Have you got her a dust bath? I like using the chinchilla sand and a little thing called a Critter Bath that you can find at any pet store. It's a cermic thing, but you could really put the dust in anything. I think they like this because it's private:

http://cgi.ebay.com/SUPERPET-CERAMIC-BA ... dZViewItem

Don't leave it in their cage the whole time because they poo and pee on it, it's gross. I like to put it in for an hour or two a day, eventually they get used to using it when you provide it Hope this helps!

Sorry, thought I should add that I think she is using the wheel because it's a different surface than her normal bedding. I usually mix up the types of bedding in my rodent cages (soft srobent in some places, carefresh in others, ripped up TP in others, etc) and found each little guy/girl had a favourite rolly place. They ALL liked rolling in their plastic tunnels though, so I think it's something to do with the surface difference which is why she is picking the wheel

Maybe because she is still young she's not as interested. Most dwarves are wheel addicts and go so fast they can even flip themselves on the wheels! Silly little things She's a total cutie, by the way!