Verify MD5 sum for FFTW download

Since ExternalProject provides confusing error messages with MD5
checking enabled, add a custom download step that works as expected.
When passed a local file as the URL, ExternalProject does the MD5
verification just fine, so the code now downloads the tarball in a
custom step and then passes that local file to ExternalProject.

This allows removing the lengthy security warning that appeared there if
one was just following the quick-and-dirty installation instructions,
and likely only confused novice users.  While this change may not
improve overall security significantly, it hopefully allows everyone to
agree to remove that warning and thus improve the end-user experience.

Change-Id: I9ac5a30ae5858b7a6557ccb2d981cc909457d020