|When dealing with a self-appointed and self-anointed leader, you typically need to do more than say that you don't appreciate the orders. If you want to get through to a co-worker who issues directives, you need a direct approach.|
The next time she sends an order, use a businesslike tone and immediately tell her how you feel. Then issue a directive of your own: her orders must cease and desist. Be clear in letting her know that you are not going to follow her orders, and if she keeps dropping them on you, you are going to drop into your manager's office.
If your co-worker senses the slightest possibility that you are going to follow her orders, she is going to keep issuing them. For example, you can try to ignore the orders, and this may even lead to a temporary reduction in them. The problem is that if you then happen to engage in behaviors that look like you are following her orders, she will think that you are finally listening to her, and that means more orders.
You are not going to change the personality traits that are causing her to think she is your boss, but by acting assertively, you may be able to change her behavior. However, even that is a tall order, and a meeting with management may still be in order.