Your response tells me that you installed CMake from an OSX package, but do not have make or gmake installed. (your gmake link points to /usr/bin/make which does not exist, so neither make or gmake appear to be installed on your system from XCode)
gmake is installed on OSX as a part of the Develper Tools from Apple known as XCode. OSX w/o XCode is rather difficult to get any UNIX based stuff working. XCode used to be included with the OS, but that was many kittens ago.
Register as an Apple Developer,
Download Xcode and install XCode for your OS version (XCode for Lion is on the App Store).
Once you've installed XCode, you can then start poking under the hood with a project like
MacPorts, where can install cmake and other unix utilities you're looking into. (gmake is included in XCode, cmake )
My order of software installs as a UNIX geek are OSX, XCode, patch, then macports. Then I can install OSX things like BBEdit, VMWare, etc.