First make sure you put her in the back row. This keeps her alive longer. Then just go in the desert area and kill the relativly weak monsters until Rydia levels up a bit. Then work on cave monsters until she's somewhat stronger. The key is keeping her in the back row at all times and working on getting her levels up.

Personally I never had a problem with her because I leveled in the desert areas for a bit until she was abotu level 7 or so.