Three year prefers other mums to me

We seem to have a normal relationship with our three year old daughter most of the time. She is quite well behaved and loving and caring but seems to always attached herself to someones elses mum when we go to regular events. It will always be the same mum at the same event. She has just started school this year and has been going for 5 weeks and has attached to herself to another littles girls mum and wont leave her side. Today when I picked her up she wouldn't come to me and said she wanted to go home with the other mum. We have no family living near us and she has a 2 year old sister. Her father works away  alot but other than that our life seems pretty normal. I was very embrassed at the school and have no idea what to do or whether that is normal??? Would love some advice.