The default configuration of rxvt-unicode doesn't treat the * character as a selection delimiter. This can be a problem if you run ls --classify or ls -F. Executable files will be appended with * character. Suppose you try to select an executable file by double clicking on it, the selection will contain the filename along with the * character.
To avoid selecting the * character, include it in the list of delimiters. Add the following line to your .Xdefaults file.
Run the following command to reload the .Xdefaults file.