You need to make a backup and then modify the UnicodeFontMapping.tr file:
FileNameJoin[{$InstallationDirectory, "SystemFiles", "FrontEnd",
"TextResources", "UnicodeFontMapping.tr"}]
Look for the line
0xF3C8 N 6 0xad # \[Conjugate]
and modify it to something like
0xF3C8 N 1 0x2a # *
Thanks go to ragfield for providing this workaround on stackoverflow.
Aside: In February 2011, I contacted WRI tech support about two linux specific Mathematica 8 frontend bugs/regressions. The non-visible \[Conjugate] discussed above and the bad typesetting in fractions. Here's images showing the latter

The helpful tech support response was simply:
These are known problems with the FrontEnd on Linux, which our developers
hope to address in a future release of Mathematica.
and that I'll be "notified when the issues are resolved"...
Back to the aside:
Both of the Linux front-end bugs mentioned in the previous aside have been fixed in the first version 9 release.