bug#5360: 23.1.91; rgrep forces me to choose a directory

rgrep forces me to choose a directory, e.g.,
(rgrep "INIT" "* .*" "/usr/share/initscripts/" nil)
when I really want to choose a wildcard of several directories.

OK, so I use repeat-complex-command to forge in
(rgrep "INIT" "* .*" "/usr/share/init*" nil)
And low and behold, rgrep assumes it can cd to that "directory" and
proceeds even though the cd failed! So at least it should check that its
cd doesn't fail, even if wildcard directories will never be implemented.

In GNU Emacs 23.1.91.1