Did you compile from source? If so, it sounds like you didn't have the AMD SDK installed and GPU mining support hasn't been compiled into your binary. Install the AMD SDK and rebuild with:

CFLAGS="-O3 -Wall -march=native -I/opt/AMDAPP/include" LDFLAGS="-L/opt/AMDAPP/lib/x86_64/" ./configure --enable-opencl --enable-scrypt
make