Do you mean like this ?
If this is the case then you have what is known as a centrelock setup where by basically the rotor is placed onto a splined part of the hub then a lock ring is screwed on to hold the rotor to the hub.
Which means you can only replace said rotors with other centrelock rotors, or alternatively you can get an adaptor to convert your centrelock setup to a conventional 6 bolt disc mount. (see image below)
Or the other option is to get new hubs/wheels but that's where it starts to get costly.
There are a few models of centrelock rotors ranging from the basic shimano ones which I would say you have, right up to the higher end XTR rotors.