utils: Strip also newlines from filenames.

Otherwise we get problems when calling external downloaders.
coursera: Hook the restriction of filenames to the main program.

The implementation sucks right now and we should *sincerely* get rid passing
each attribute of the `args` object to functions. The better thing is
probably to simply pass `args` and let the functions use the parts of it
that they need.

Really, a function with more than a dozen parameters sucks, especially when
we are duplicating things that are already readily available.
utils: Update docstring to reflect reality.
coursera: Attribute meaning to strings that will be filenames.

This still sucks, especially my choice of names, but my brain has stopped
two hours ago and I should be sleeping already.