I'm using AUCTeX as my TeX editor. I created a TeX file loaded with SageTeX. When I run LaTeX on it I get the message that there are unresolved references. The output has question marks on the places I have put \sage. However, it seems to understand without any trouble the sageblock environment.
When I load the corresponding .sage file on Sage, I get at the following message:
VersionError: versions of .sty and .py files do not match. stexample.sagetex.sage was generated by sagetex.sty version "None", but is being processed by sagetex.py version "2012/01/16 v2.3.3-69dcb0eb93de". Please make sure that TeX is using the sagetex.sty from your current version of Sage; see http://www.sagemath.org/doc/installation/sagetex.html.
I thought I had followed the instructions on the "Make SageTeX Known to TeX" section of the Sage installation guide but it's not working.