You need to acquire a Camera from a bedroom in the right wing of the mansion and then speak to the ghost you gave the Shoe to.
It is the girl who lost her shoe in the ball room you need to talk to, she temporarily eats you to take a picture with you in her belly as the proof, if ya been gutslutty she will tease about eating you when ya first talk to her but after denying her should proceed to help you. Keep in mind you first need to be asked to get proof by the angry ghost in Anne's Bedroom