Hi! Good on you for adopting this dog!
I haven't dealt with a dog that was outside most of its life, but I have dealt with a dog that was crated almost all the time for the first year of his life (and now the same for my new dog for her first year and a half), although both had some time in foster care before coming to me. They both came to me with pretty severe separation anxiety and so were like velcro dogs. I'll share with you what I did/what I'm doing and maybe some will help you.
First off, I am learning the second time around that it is easier, partly because I have done it before, and partly because I already have a healthy, happy, well-adjusted dog in the house. Hopefully your other dog will help Roxy as well! Also, because Louie was the first dog in the house, always try to greet him and feed him first to maintain his place within your pack.
Do you have a crate for Roxy? She is probably feeling pretty overwhelmed, overstimulated and excited by becoming a house dog and actually receiving human attention! A crate would help give her a safe, calm place. If you have trouble with the dogs at feeding time, you can feed Roxy in her crate as well.
With separation anxiety (which is what it sounds like is going on with Roxy, what with the velcro-dog behaviour), it is very important NOT to give attention when she is seeking the attention, and not to give attention when she is all excited, agitated, etc. Only calm dogs get attention, and only when you invite them for it. Does she know sit-stay, or lay? When she is seeking/demanding attention, ignore her. Turn your back, etc. As soon as she calms, praise her then put her in sit-stay and praise her again. Calm dogs get attention!
Does she have her own bed? Another useful command is "mat" or "go to your mat". Start by putting her mat near your feet or where she likes to lay and reward her for going to it and say "go to your mat" but don't let her lay and touch you. Gradually move her mat farther from you.
You could also try crating her when you're in the shower and such. It is time away from you, and time to be calm and relaxed. Again, do not let her out of the crate until she is calm, and do not give her any pets unless she is calm. For everyone's saftey, for the time being, maybe Roxy should be crated when you are giving attention to Louie, at least until she is more settled.
Remember that it can take dogs 2-12 weeks or more to adjust to a new living situation. Try not to expect too much from Roxy, as this is a totally different lifestyle for her and she is probably stressed because she doesn't know what to expect and she doesn't know the rules yet. But if all "good" things are controlled by you (affection, food, going out the door, getting in the car, etc) she will learn that she does not have to be confused or stressed because you will teach her the rules and what her boundaries are.
She will learn that she doesn't need to be attached to you to feel safe, but give her time and patience. You have only had her for 5 days so this is a VERY short period of time. She is also probably worried that maybe she's going to get abandoned outside again. Also, remember to spend one on one time with each of your dogs!
Good luck! I hope my answer was understandable, I'm suddenly getting super tired, and my brain is drained from writing papers for school.
I forgot to ask if you are sure she is getting enough exercise? This could be contributing to stress for her too, if she's not getting enough, especially after being used to living outside.