まったく同じように書くとこんな感じ?
#include "stdafx.h"

using namespace System;
using namespace System::IO;
using namespace System::Collections;

int main(array<System::String ^> ^args)
{
  ArrayList^ files = gcnew ArrayList();
  array<String^>^ fs =
    Directory::GetFiles(Directory::GetCurrentDirectory(), "test*.cpp");
  files->AddRange(fs);

  for each (String^ file in files)
  {
    StreamReader^ sr = gcnew StreamReader(file);
    String^ buffer = sr->ReadToEnd();
    sr->Close();

    StreamWriter^ sw = gcnew StreamWriter(file);
    sw->Write("#include \"stdafx.h\"\r\n" + buffer);
    sw->Close();
  }
  return 0;
}