[CMake] How do I get ExternalProject_Add to install libs/programs with sudo access

[Gonzalo Garramuño]

I am in the process of adding ExternalProject_Add commands to my program 
and I find them to work okay, except when they get to the install step.  
Once they reach the install, they fail as they don't have super user 
access to install in /usr/local/, which is where I want them.

How do you work around this with ExternalProject_Add?