Comment-> login -> admin panel?!

I am not sure if this is a commenting issue or a login issue but here goes:

I checked the require login for commenting box, so on every page, the comment always asks people to login. However, after they log-in, they end up in their own control panel instead of the commenting page where they want to comment. They have to find the post again and then comment.

Is it supposed to be like that? And is there a way to keep the users where they are?

Thanks.