Print actual column names in after-parse message.
PUBDEV-5: Don't print separator if it's still AUTO_SEP (-1).
PUBDEV-5: Rename partial files to have the header come first. Remove readme files (don't want to parse them).
PUBDEV-5: Enable first multi-file ARFF tests, they now pass.

Note: Absence of distributed guesser means that the first
(by lexicographical order) file has to contain the header, and there
cannot be any Readme files etc. in the directory, as their content would
simply turn into NaNs...