I did some further research on this topic. My win xp cmd shell seems 
doesn't do wildcard expansion by itself.

C:\working>echo *.txt
*.txt

There are some posts saying the VC C runtime library is the one actually 
does wildcard expansion. As seen here:
http://www.lyra.org/pipermail/scite-interest/2002-March/000436.html



A similar behavior in Java was also reported here,
http://bugs.sun.com/bugdatabase/view_bug.do?bug_id=6328875
http://mindprod.com/jgloss/main.html
http://groups.google.com/group/comp.lang.java.programmer/browse_thread/thread/a6f188a2d521803e?hl=en&lr=&ie=UTF-8&oe=UTF-8&frame=right&seekm=01be589d%24dc827700%24baac72d1%40stargate.sgi.net

It seems to me that it is the ruby intepreter was linked to the runtime 
library, namely, startargv.obj, then it gets the expansion for free. :)

Can someone familiar with ruby build please clarify?

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