CMake: fix HAVE_LZMA_STREAM_ENCODER_MT test

Fixes #816
diff --git a/CMakeLists.txt b/CMakeLists.txt
index 9a1132c..713295d 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -462,6 +462,8 @@
 IF(LIBLZMA_FOUND)
   SET(HAVE_LIBLZMA 1)
   SET(HAVE_LZMA_H 1)
+  SET(CMAKE_REQUIRED_INCLUDES ${LZMA_INCLUDE_DIR})
+  SET(CMAKE_REQUIRED_LIBRARIES ${LZMA_LIBRARIES})
   INCLUDE_DIRECTORIES(${LIBLZMA_INCLUDE_DIRS})
   LIST(APPEND ADDITIONAL_LIBS ${LIBLZMA_LIBRARIES})
   # Test if a macro is needed for the library.