If she doesn't like being changed on the changing table, by all means don't change her there! It doesn't sound like a serious issue, otherwise she would cry being changed on the floor. I don't know how old your daughter is but if she is a toddler I don't think you can be giving her too much attention and I certainly don't think this is responsible for her not liking the changing table. Perhaps she is afraid she will fall off. Again, I don't know her age but it is not uncommon for toddlers to develop fears.
If your daughter wants to be held, hold her. Babies and toddlers need attention and cry for it (and act out later) if they don't get enough attention. More attention at a younger age will help your child feel more self assured and it will help them become actually more independent (they don't need to cry for your attention because they know they have it when they need it). Be responsive to your child and you will see over time she will cry less.
I doubt if you are giving her too much attention, its usually the other way round,Has she ever thought she was going to Fall off the Table? you dont say how old she is, but how about you forget about the Changing Table to Change her if it distresses her? Change her on the Floor on a mat, thats Okay.Children loved to be picked up whats better than Mom holding you, it makes you feel safe, Make sure when you dont hold her she has plenty to do kids sometimes yell out of Boredom, Music is very soothing Any music I have found and loud if you can take it, Dance with her its Fun!!