[CMake] failing target

[Andrea Crotti]

I'm having the following behaviour, and I can't quite understand the 
error message:

..
Built target psi.utility_install
..
make[3]: *** No rule to make target `psi.utility_install', needed by 
`CMakeFiles/install_all_eggs'.  Stop.
make[2]: *** [CMakeFiles/install_all_eggs.dir/all] Error 2
make[1]: *** [CMakeFiles/unzip_all_eggs.dir/rule] Error 2
make: *** [unzip_all_eggs] Error 2


So first it builds successfully psi.utility_install and then it 
complains that there are no rules to make it.
Who is right then and what could cause such a problem?

This is happening on a strange Linux machine, on Windows with MinGW it's 
working (strangely)..