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OK, you're misunderstanding something.
Keys are keys, and symbols are symbols. Symbols are results of key presses, and the same key can result in different symbols depending on circumstances (key combinations like Alt, Control, Shift etc).
So, VK_8 key code stands for the key that can produce symbols 8, * and possibly others depending on keyboard localization.
And the * dedicated key on numeric keyboard is VK_MULTIPLY - it can produce just one symbol * (to my knowledge).
You probably shouldn't care about the key that the user pressed, but about the symbol that this user action produced.
This info you can get with getKeyChar(), but please note that if the user presses Shift 8 combination to produce * it's actually two keys (Shift and 8) and you will get two events, and the first one (for Shift) will produce an unreadable symbol.
depends of JComponent
if you want to determine from JTextComponent then use DocumentListener, if you want to modify Char sequence then use DocumentFilter
otherwise look at KeyBindings, because KeyListener is designated for AWT Components