Borg is the best GUI based tool for downloading from coursera, as well as edx and more. http://gautamji.com/borg .

You can seamlessly manage your offline and online courses easily from a single place. Download resources and videos without any hassle.

You can watch videos, take audio and text notes synced with videos and do a lot more with Borg.

It is free, and is available for all desktop platforms.
http://gautamji.com/borg/downloads