This one took a little getting used to when switching from the Macintosh to Windows. On unix (including Mac OS X shells) wildcard expansion is done by the shell, and then the expanded list of files is passed on to the program being run. On Windows, the shell doesn't do any expansion, and it's up to programs to do expansion.
The advantage of the unix approach is that programs don't have to do any work to support expansion, and the experience is consistent across all programs. As an example, notepad on Windows doesn't seem to support wildcard expansion. So, if you are in a directory with a file called foo.txt and type notepad *.txt, it will launch notepad and tell you "The filename, directory name, or volume label syntax is incorrect." On the Mac, textedit *.txt would open the file right up.
The disadvantage of the unix approach is that it doesn't let you do something like "rename *.txt *.text". On Windows, this command would rename all files ending with .txt to end with .text. If you were to try to write a similar utility for unix, you'd find that when you tried to run it, you'd just get a list of the .txt files as the input arguments, and you wouldn't get any information about the "*.text". That's because the "*.txt" expands to all the .txt files and "*.text" expands to nothing.
It's one of the many differences I found between Mac and Windows where one isn't really better than the other, they are just different and it takes some getting used to. I'm sure there are some of you out there that are religious about this issue and think that one way or the other is clearly superior.