This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
It's not Java doing this, it's the shell you're typing this in. I think surrounding the parameters with double quotes (like "*.xml") will prevent it from happening. The specifics may depend on the shell, though.