There is a typo on line #86 of cmake/Modules/Geant4MacroLibraryTargets which results in INSTALL_NAME_DIR not being set for library targets, as reported in http://hypernews.slac.stanford.edu/HyperNews/geant4/get/installconfig/1391.html Line #86 currently reads set_target_properties(${G4LIB_TARGET_NAME} but should read set_target_properties(${G4LIBTARGET_NAME} Should be an easy fix!
Fixed in tag cmake-V09-04-14