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If you mean on the next line like this:
/*
*
Then that is because most block-styled languages follow the pattern of putting an asterisk on each new line so multiline comments indent to the same level. It is a consistency thing.
If you want to disable this convention for some reason then you can do so by going to Tools \ Options
and then Text Editor \ C/C++ \ Code Style \ General
and uncheck the Insert existing comment style
option.