I got her to eat the fly last night but I got an email and this is what it said:
As an experienced reptile owner I would recommend just letting the lizard go. Generally when they come in from outside and get stuck in a cage they either don't eat or become so stressed that illness can set it and they won't last very long. I know it may not seem like the right thing to do but since it was a wild animal the best thing for it is to return it to the wild.
I will be releasing her today as I'd hate for her to die in my care. I realize anoles can be pets, but if she'll be too stressed to eat, she'll simply starve. Today isn't too cold, I'll set her out near the woods. Thanks to all whom replied.