Returning Class from function

This should be a really simple question, but I haven't used C++ in a while and I don't remember how to handle this

Code:

#include <iostream>
#include <memory>

class test
{
    std::auto_ptr<int> a;

    public:
        test(int *ptr) : a(ptr) { }
};

test make_test()
{
    test x(new int(4));
    return x;
}

int main()
{
    test x = make_test();
    return 0;
}

Compiler output:

Code:

In function 'int main()':|
20|error: no matching function for call to 'test::test(test)'|
9|note: candidates are: test::test(int*)|
5|note:                 test::test(test&)|
||=== Build finished: 1 errors, 0 warnings ===|

What's the right way to do this?
I guess the class "test" is not copyable because of the auto_ptr<int>, but even then I don't know what to do.
One thing may be returning an auto_ptr<Test> from make_test, but is there any way to avoid this memory allocation?