M-x package-install cmake-mode

;; Add this code to your .emacs file to use the mode:
;;
;;  (setq load-path (cons (expand-file-name "/dir/with/cmake-mode") load-path))
;;  (require 'cmake-mode)
;;  (setq auto-mode-alist
;;        (append '(("CMakeLists\.txt\'" . cmake-mode)
;;                  ("\.cmake\'" . cmake-mode))
;;                auto-mode-alist))

(add-to-list 'load-path "~/.emacs.d/elpa/cmake-mode-20110824/")

(setq load-path (cons (expand-file-name "~/.emacs.d/elpa/cmake-mode-20110824") load-path))
(require 'cmake-mode)
(setq auto-mode-alist
      (append '(("CMakeLists\.txt\'" . cmake-mode)
                ("\.cmake\'" . cmake-mode))
              auto-mode-alist))

(require 'package)
(setq package-enable-at-startup nil)
(package-initialize)

;; init.el
(add-hook 'after-init-hook (lambda () (load "<real init file>")))