Problems in the work place advice please?!?

I'm 16 and I got my first Saturday job at the start of October 2014, I actually quite like the job however there's a women who works there full time and she's awful! She's really bossy and picky and just plain mean, she picks up on any tiny error and constantly patronises and undermines me and she actually smirks when I do something wrong or have to ask for help! This is a grown women! I like the job when she isn't there but she is there most of the time, I was thinking about leaving but I don't know what to do! I've only worked there 2 months and three of those I had to have off as I had existing holidays/commitments booked where would I stand in terms of leaving and giving notice? Or does anyone have any advice whether I should stay/go or what I should do in this situation?! Thanks