From Rafa Gaitan, "Attached the fix to remove the symlinks created with make install."

CMakeModules/cmake_uninstall.cmake.in

@@ -16,6 +16,15 @@ FOREACH(file ${files})
         IF(NOT "${rm_retval}" STREQUAL 0)
             MESSAGE(FATAL_ERROR "Problem when removing \"${file}\"")
         ENDIF()
+    ELSEIF(IS_SYMLINK "${file}")
+        EXEC_PROGRAM(
+            "@CMAKE_COMMAND@" ARGS "-E remove \"${file}\""
+            OUTPUT_VARIABLE rm_out
+            RETURN_VALUE rm_retval
+            )
+        IF(NOT "${rm_retval}" STREQUAL 0)
+            MESSAGE(FATAL_ERROR "Problem when removing \"${file}\"")
+        ENDIF()
     ELSE()
         MESSAGE(STATUS "File \"${file}\" does not exist.")
     ENDIF()