my dog would do the same. he follows me everywhere. if i go to sleep and shut the bedroom door, he lies down right outside of my door. when i'm watching tv, he lies down right in front of the sofa... even now as i'm typing, he's lying down behind me right next to my bed.
dogs are amazing companions... way better than humans. if you treat them right, they'll never break your heart or lie to you or cheat on you or hurt you or talk shit about you or anything. the worst they'll do is chew some of your stuff when they're going through a phase or they'll have diarrhea on the floor if they're sick and can't hold it until you get home from work any longer.