In a nutshell: your variables are
ONLY pointer and
NOT real objects. Imagine them as address values - and both addressing the same object in your code.
In your case a so called deep copy may help, when your CObject class has implemented it. Use the debugger or write a test to verify it.
m_pRetObj2 = new CObject(m_pRetObj1);
You need to learn the language more in depth like with that
Learn C++ tutorial.