Fix an error at import when g++ is not available.

theano/gof/vm.py

@@ -449,6 +449,14 @@ try:
             # skip VM.__init__
 except ImportError:
     pass
+except OSError:
+    #OSError happen when g++ is not installed.  In that case, we
+    #alread changed the default linker to something else then CVM.
+    #Currently this is the py linker.
+    #Here we assert that the default linker is not cvm.
+    assert not [x for x in theano.configparser._config_var_list
+                if x.fullname == 'linker'][0].default.startswith('cvm')
+    pass
 
 
 class VM_Linker(link.LocalLinker):