The error message indicates that you didn't compile the package into the "work" library. Here, "work" doesn't necessarily mean the library named "work"; it's a synonym for the library containing the current design unit. Are you compiling control_fsm.vhd into the same library as your package? Are you sure you've added your package to the project files list? Does Quartus II issue info to tell you it was parsed? The order of the files in the project list doesn't matter. Quartus II parse the files, then links them in the correct order.
If everything looks in order, the we have a perplexing situation that may require more details about your project and possibly some code snippets.