I need a better way to loop in the shell...

[user]

I always do loops in /bin/sh like this:

for f in `cat file` ; do rm -rf $f ; done

Easy.  I like doing it like this.

The problem is, when I am dealing with an input list that has multiple
words per line, this chops it up and treats every word as a new line...

For instance, lets say I have a file full of filenames, like this:

# cat file

10,000 Maniacs MTV Unplugged - 01 - These Are Days.mp3
10,000 Maniacs MTV Unplugged - 02 - Eat For Two.mp3
10,000 Maniacs MTV Unplugged - 03 - Candy Everybody Wants.mp3

and I try to use the above loop on it, it thinks that every word is a line
... the above loop will attempt to delete the following files:

10,000
Maniacs
MTV
Unplugged
-
01
-
These

(and so on)

Even if I quote the variable $f, like:

for f in `cat file` ; do rm -rf "$f" ; done

it still does the same thing.

-----

So my question is, what is a nice simple way to loop in the shell, as
close to what I am doing above as possible, that does not have this
problem ?  Should I just be using something other than `cat` ?  Or what ?

THanks.