> Does anyone know how to transfer the file and not get the ^M character?

Don't use MS OS in the first place?

> I know there are ways of eliminating the control character once you have
> the file in UNIX, but it is cumbersome when you have several files.

What is cumbersome in :  
     for f in * ; do mv $f $f~ && tr -d '\015' < $f~ > $f ; done 
?

(or if you're using csh:
    foreach f ( * ) 
            mv $f $f~ && tr -d '\015' < $f~ > $f
    end
?)


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