Given the cold weather right now, unless you have a nice warm place to keep her for a while afterward, I wouldn't do it. That being said, when I was researching here to bathe one of my chickens I found out that Dawn dishwashing liquid was good to use. You could also consider a dog/cat flea and tick shampoo (extra benefit of getting rid of lice and mites). Do a search for "baths", "bathing" and you should come up with a lot of informative threads.
Depending on how old she is, if she's growing adult feathers, molting, whatever, you could also just let the greasy feathers go out naturally when new ones come in.
Good luck.