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Did you do a factory reset? If not, that'll be the problem.
You could only get away with not doing it with some of the more recent cyanogen nightlies, most likely.
Google asked cyanogen not to distribute it with their roms, so you have to flash it as a seperate .zip.
You should the gapps package listed on the ROM Manager downloads page. Best way to make sure you have the most recent, up to date version.

Google asked cyanogen not to distribute it with their roms
Why did they do that? What makes it ok for other devs to include it in theirs?
You might want to give this a read: Google Responds To Cyanogen Uproar