Indentation of line comments’ slashes

For those who are looking on how to do this for Scala, the Line comment at first column configuration is in File > Settings > Editor > Code Style > Scala > Other tab instead of Code Generation as with the accepted answer

You can setup in Code Generation:

Go to File > Settings > Editor > Code Style > Java > Code Generation and uncheck the option "Line comment at first column".

Update Oct 2016 from @henrebotha in the comments:

As of now, there's an additional option just beneath it that says "Add a space at comment start", so this is now supported.

In more recent versions the setting is called: Comment at first column

Just search for it in the settings window, then go to Editor -> Code Style -> Your language.