In the past I've had some issues with the ANE being missing. First of all, if you haven't already:
1) Go to project settings and check that the ANE is included in your build packaging (if you don't have build packaging in your project's options, you're making a web flash target, which does not support native extensions)
2) Go to project settings and check that the ANE is included in your build path.
2) Check that the platform you are targetting has it's initializer set in the extension.xml file that is used to package the ANE. If you didn't package the ANE yourself I believe you can rename the .ane to a .zip and have a look at the configuration yourself using a zip file viewer. If the platform is not supported, you will need to do this first.
If everything seems right you might need to build your project from scratch. From memory, I've had things mysteriously work again after a rebuild, or after removing ANEs and reinserting them.
That's all I can think of, of the top of my head. Hope it helps