tr -d '^M' < infile > outfile
You will type ^M as : ctrl+V , Enter
Edit: You can use '\r' instead of manually entering a carriage return, [thanks to @strager]
tr -d '\r' < infile > outfile
Edit 2: 'tr' is a unix utility, you can download a native windows version from http://unxutils.sourceforge.net[thanks to @Rob Kennedy] or use cygwin's unix emulation.