This star represents what is known as a replacement note. When a printing error occurs during a normal press run and renders a set of bills unusable, replacement notes are used instead. With replacements notes, a set of serial numbers can still have the proper number of bills even if some of the original bills had to be pulled. The replacement notes have a sequence of their own, using the star as their final "letter." This allows for 99,999,999 possible replacement notes for any given bank, series and denomination. This should be more than enough: According to the Paper Money Collecting FAQ, there's about one error in every 100,000 U.S. bills.
In general, replacement notes aren't worth more than regular bills. However, if you find a replacement note with a particularly interesting serial number -- like 00000001 or 999999999 -- or a large number of consecutively numbered replacement notes that you keep together as a lot, you may have a collector's item on your hands.
Here are some interesting links:
- What do the symbols on the U.S. $1 bill mean?
- How much money is "all the money in the world"?
- Why doesn't paper money disintegrate when it gets washed in the washing machine?
- Bureau of Engraving and Printing
- Glossary of terms relating to currency
- Federal Reserve Conspiracy Theories
- Where's George? (Track your money)
- Serial Numbers