This was actually hapenning through a TESTPROD being dependent
on the TESTLIBRARY and not having a <lib>_DIR to tell it where
the library would be found. We now set <lib>_DIR = . for all
test libraries and they don't get installed any more.
Allows static libraries and DLLs to be built without having
to do a 'make clean' in between on Cygwin and MinGW targets.
The Cygwin build still crashes when SHARED_LIBRARIES = YES
though, loading Com.dll seems to cause the problem.