If your cousin needs a lot of attention, the trick is finding something that she is good at or can be good at that not a lot of other kids can do. For example, a lot of kids play soccer or field hockey, so people may not pay much attention to you unless you are an all-city champ. But, how many kids do you know who do archery, or fly-fishing, or radio repair, or model car racing, or who play the tuba or the harp? If you can get your little cousin into something like that, she'll always have a spotlight shining on her and she'll get lots of positive attention. If what she does is special or unusual enough (like training a pig to dance or a parakeet to ride around in a little car) she might even get on the David Letterman show! When kids need a lot of attention, it's important to find ways for them to get it that is acceptable and positive. Otherwise, you've got this hyper, flighty, impulsive kid bugging the heck out of you. She needs you to be close to her and love her, but it's only natural that these behaviors start to drive you away.
If you want to get a better understanding of ADHD, you might try these books: All About Attention Deficit Disorder by Thomas Phelan, Adventures in Fast Forward by Kathleen Nadeau, and Driven to Distraction by E. Hallowell and John Ratey (this is a good book for parents to read, too). Your cousin might like a book called Putting on the Brakes: Young People's Guide to Understanding ADHD by Patricia Quinn. I believe that the more kids and family members know about ADHD, the easier it is to deal with the sometimes frustrating or aggravating behaviors that go along with this condition.
Your cousin is lucky to have you in her family! If you ever think about becoming a special education teacher, look me up. We're always looking for new, good recruits!