Hi. You are correct, 2.8.2 is in fact a bit to old. I had missed that check_cxx_symbol was so new (it was appearantly introduced in 2.8.7, from 30 Dec 2011)
When I first added TARGET_OBJECTS (which is a great help when building shared+static libraries), I didn't realize at first how new it was either, so I added a some backwards compability with older versions.

So, either require 2.8.7 (if you are on squeeze you can always get 2.8.9 from testing), which should be fine for Ubuntu LTS, or we bundle CheckCXXSymbolExists.cmake with OOFEM.
I'm leaning towards bumping the required version to 2.8.7.