Change "Downloading/unpacking" to "Collecting"

"Downloading/unpacking" was misleading and confusing, especially when
the package is never found, as nothing was ever downloaded or unpacked
in this case.

The word "collecting" seems general enough to be accurate and it goes
well with the fact that later on pip will say, "Installing collected
packages".

Fixes: GH-376
Merge pull request #2185 from msabramo/GH-376_change_downloading_unpacking_msg_to_collecting

Change "Downloading/unpacking" to "Collecting"