make honoring -DPYTHON_LIBRARY more solid.

as cmake --help-module FindPythonLibs states
If you'd like to specify the installation of Python to use, you should modify the following cache variables:

         PYTHON_LIBRARY             - path to the python library
         PYTHON_INCLUDE_PATH         - path to where Python.h is found

(please note it is PYTHON_INCLUDE_PATH  (deprecated) and not PYTHON_INCLUDE_DIR (new in 2.8) since we require cmake >= 2.6.2)

cmake/FindPythonLibrary.cmake

@@ -26,10 +26,10 @@
 
 INCLUDE(CMakeFindFrameworks)
 
-if(EXISTS PYTHON_LIBRARY)
+if(EXISTS "${PYTHON_INCLUDE_PATH}" AND EXISTS "${PYTHON_LIBRARY}")
   # Already in cache, be silent
   set(PYTHONLIBRARY_FOUND TRUE)
-else(EXISTS PYTHON_LIBRARY)
+else(EXISTS "${PYTHON_INCLUDE_PATH}" AND EXISTS "${PYTHON_LIBRARY}")
 
   set(_custom_python_fw FALSE)
   if(APPLE AND PYTHON_CUSTOM_FRAMEWORK)
@@ -69,6 +69,7 @@ else(EXISTS PYTHON_LIBRARY)
           STRING(REPLACE "\\" "/" PYTHON_SITE_PACKAGES_DIR ${PYTHON_SITE_PACKAGES_DIR})
       endif(WIN32)
       FIND_LIBRARY(PYTHON_LIBRARY NAMES ${PYTHON_LIBRARY_NAMES} PATHS ${PYTHON_PREFIX}/lib ${PYTHON_PREFIX}/libs NO_DEFAULT_PATH)
+      set(PYTHON_INCLUDE_PATH ${PYTHON_INCLUDE_PATH} CACHE FILEPATH "Directory holding the python.h include file" FORCE)
       set(PYTHONLIBRARY_FOUND TRUE)
     endif(python_config)
 
@@ -109,4 +110,4 @@ else(EXISTS PYTHON_LIBRARY)
     endif(PYTHONLIBRARY_FIND_REQUIRED)
   endif(PYTHONLIBRARY_FOUND)
 
-endif (EXISTS PYTHON_LIBRARY)
+endif (EXISTS "${PYTHON_INCLUDE_PATH}" AND EXISTS "${PYTHON_LIBRARY}")