CMake 3.0 does not seem to come with an installer any longer. So I ran into a similar issue. Like @ComicSansMS said you need to first remove the symlinks using sudo rm. Then you can run the gui with
sudo /Applications/CMake.app/Contents/MacOS/CMake and use the Tools -> Install For Command Line Use menu item.
From some new 3.x version you have to use this command to create symlinks:
sudo "/Applications/CMake.app/Contents/bin/cmake-gui" --install
Note option in menu now gives only this instruction and other possible choices.