sudo apt-get install libxml2 libxml2-dev libxslt-dev python-dev

easy_install lxml

Just do a “pip install coursera-dl” and then run as follows:

coursera-dl -u myusername -p mypassword -d /my/courses/ algo-2012-001 ml-2012-002

Code is in python and can be found on Github.

Source:http://dirkgorissen.com/2012/09/07/coursera-dl-a-coursera-download-script/