Hello,
make sure that you have extracted the SDK License.
(I think this was like, cd /; tar xvf /path/to/amdsdk/icd-registration.tgz)
And you have to check if you added the SDK Variables to your enviromnent,
I just added /opt/AMD-APP-SDK-v2.4-lnx64/lib/x86_64 to my /etc/ld.so.conf.
Seems to work too. (read the pdfs in the doc folder of the sdk if in doubt)