[ale] Keep space separated values sane in a bash "for" loop?

[Christopher Bergeron]

Guys, I'm not sure how to word my question appropriately, so I'll try to 
explain what I'm trying to do in code.

I have a bash for loop, and when it encounters a value with a space, it 
splits it into separate entities.  For example:

With a file list of:
/bin
/usr
/Virtual Machines

and a code snippet of:

for i in *; do
echo "Filename is: $i"
done

The output is:

Filename is: bin
Filename is: usr
Filename is: Virtual
Filename is: Machines

How can I tell bash to keep these values together, so that I get the 
filenames intact as:
Filename is: bin
Filename is: usr
Filename is: Virtual Machines

Thanks in advance...

Kind regards,
Chris Bergeron
http://chrisbergeron.com