yes, you can change it to auto_increment.
the mysql statement would be:
alter table <table> change column <old_column_name> <new_column_name> auto_increment;
you'll need alter privs to do this.
just FYI, if you have an column, say ID, that has values like 1,3,5,7. when you change that to auto_increment, it will start with 8 and start incrementing, it won't go and fill in the missing values. at least that's what i saw in the little test i ran.
if you need to set the ID number of the last auto_incremented row in PHP you can use:
$id = mysql_insert_id($link_id);
Hope that helps, it not, spend my $0.02 on something nice...