### SageTeX doesn't work

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.