Due to a change in the NSIS default section names, there is a name collision with a section previously created and named by CPack [1]. This Problem has been fixed in CMake after version 2.8.11 [2].
So far the policy has been to at least support the CMake version of the last ubuntu LTS, which currently is 2.8.7. Considering this is a windows only problem to bump up the CMake version to 2.8.11 for all OSes seems excessive.
A possible solution is to set the required CMake version to 2.8.11 if the OS is windows and NSIS is enabled.
[1] http://www.chriscalender.com/?tag=macro-macro-named-removesection-already-found
[2] http://public.kitware.com/Bug/view.php?id=13202