Improve customization of training_setup.sh script

This is a quick fix PR addressing the comments in https://github.com/openmicroscopy/openmicroscopy/pull/2594#discussion_r13640525.

To test this PR, check the merge-integration/merge-training job still run as expected.
(Bah, switching tab on this page swallows line notes but the short version is:) No, there's no failure, that's why I said good to merge. (Indeed, your first pair of quotes probably makes it work even with a double space in the filename.)