Set correct name for datasets packages (data->datasets) in the setup, and...

Set correct name for datasets packages (data->datasets) in the setup, and trivial changes in datasets info message

From: cdavid <cdavid@cb17146a-f446-4be1-a4f7-bd7c5bb65646>

git-svn-id: https://scikit-learn.svn.sourceforge.net/svnroot/scikit-learn/trunk@220 22fbfee3-77ab-4535-9bad-27d1bd3bc7d8