I'm annoyed at my friend for wanting to play a song better than me
Why does you friend doing this upset you?
She always plays it better than me, and I don't want to hear it anymore.
It can be hard to hear that someone is better than us, but getting upset about your friend being a better musician is petty and inconsiderate. Be happy for your friend that they are good at something.
It's not that, it's just that she's a b*tch for always playing better than the others.
I don't think that is what she is trying to do. You cannot control how good she is, only how good you are. Practice more and feel accomplished in what you have done.