Seperation Anxiety

I am in need of some advice. We have a sweet, wonderful dog named Annie. She is 3 years old and we have had her since she was 6-weeks old. She has til now been the best dog ever. In June the kiddos and I took a little trip to visit some relatives and left a friend here at the house to house/dog sit. One day while this friend was out and about Annie chewed her way through our brand new gate and got out to "Look" for us. Since this time she has found other ways of "breaking out" to search for us when the children and I leave the house. Recently breaking out screens in windows. She has always as I said been a really good dog and I am pretty frustrated by this new behavior. As punishment I have been chaining her up, something we have never done, for a period of time but that does not seem to be working. I assume most of this has been brought on by the fact that my husband is deployed and then the children and I went on the trip. I wish she could understand my words and know that we would never leave her but of course she cannot. So I have got to find a way to help her understand and to get this behavior nipped. Any ideas and suggestions would be greatly welcomed. We love our Annie and worry about her.