Mil question

My mil is sweet and buys us things here and there. My only problem is she always likes to show of and tell people what she bought us. It makes me really uncomfortable to the point where if I go shopping with her I don't want her to pay because I know I will never hear the end of it. For example she bought me a dress, which I choose and the day I wore it a couple people compliment me and the whole time she was like "oh yea I bought that dress for her". It was so embarrassing It would not be a problem if it was once in a while but it's with everything. Sometimes it's with things she didn't even buy but because she showed it to me she feels entitled. Example: we went shopping and she showed me this cute baby book and I decided to buy it, I paid for it but she's telling people oh I choose that book and got it. 
Would it be bad if I have a polite talk with her and share my feelings with her or is it inappropriate? I would tell her that it makes me uncomfortable, especially since I don't like To grab attention. Any other ideas? Sometimes I don't want to accept things because I know everyone will hear about it