The last answer was nearly right - the Three Kings (I think the Bible actually talks about wise men from the East - we don't actually know there were three; it just says they brought three gifts) followed a star. The shepherds, however, went to see Jesus because they were told by angels of the Lord.
the three magi were drawn to the birthplace of Jesus by a Star. God had long condemned astrologers and the like in the scriptures. Herod had wanted to know where Jesus was born in order to kill him God would not have put a star over the stable to advertise to his enemies however Satan would have . The 3 wise men were due to report to Herod ie give directions they were thwarted so Herod for good measure ordered all 2 year olds to death the rest is history
interestingly at xmas we still use satans image of the star and attribute it to God....like so many other pagan symbols