BF: Two different issues (see below).

1. Robustify cross-platform stability, by checking and only fixing file-name
escaping on Windows (still needs to be tested on Windows!)
2. exit.m => exit_server.m

This fixes (for me!) the issues mentioned here: https://github.com/arokem/python-matlab-bridge/issues/15

If @jenshnielsen could confirm that this still works on Windows, that would be great. Another conclusion from this is that the notebooks should serve as an informal test suite to see whether changes to the code have broken anything (e.g. exit => exit_server).