ENH: require 2.4 to build cmake

CMakeLists.txt

@@ -1,5 +1,5 @@
 PROJECT(CMake)
-CMAKE_MINIMUM_REQUIRED(VERSION 2.2) # Need 2.4 for SUBDIRS
+CMAKE_MINIMUM_REQUIRED(VERSION 2.4 FATAL_ERROR) 
 MARK_AS_ADVANCED(CMAKE_BACKWARDS_COMPATIBILITY)