foreach my $arg (@ARGV) {
  foreach (glob $arg) {
    print;
  }
}
[download]

The expansion you're seeing is due to the unix shell expanding wildcards prior to giving them over to the command being run, while Windows thinks that each program should have to do that itself, duplicating the same code all over your system.

Update:Taking BrowserUk's solution and combining it comes up with yet another WTDI... which, ashamedly, I should have done in the first place, since I use map for this type of thing all over the place in my own code.

foeach (map { glob } @ARGV) {
  print;
}
[download]

(I prefer the block form of map, but you can do with that as you will.)