Link against systemwide LZO using the info gathered by check_lib().

CMakeLists.txt

@@ -311,6 +311,7 @@ else()
 	message("Shared lzo not found, falling back to the static library")
 	add_subdirectory(Externals/LZO)
 	include_directories(Externals/LZO)
+	set(LZO lzo2)
 endif()
 
 include(FindSDL OPTIONAL)

Source/Core/DolphinWX/CMakeLists.txt

@@ -1,5 +1,5 @@
 set(LIBS	core
-			lzo2
+			${LZO}
 			discio
 			bdisasm
 			inputcommon