third-party: avoid using `rm` in the install command

Also, the command was removing only .so versions of the library, and not
the the `.dylib` under Mac OS X, and in a way that it would fail if the
files weren't present.

Instead, let's delegate to a CMake script--to get the portability--and
use a glob to detect and remove the shared versions of the library.
Hopefully, this will become unnecessary as msgpack's build becomes more
full-featured, and we can just tell it to build the static version
instead.