It can be done in a single command. You need to set the IDENTITY property for “auto number”:
ALTER TABLE MyTable ADD mytableID int NOT NULL IDENTITY (1,1) PRIMARY KEY
More precisely, to set a named table level constraint:
ALTER TABLE MyTable
ADD MytableID int NOT NULL IDENTITY (1,1),
CONSTRAINT PK_MyTable PRIMARY KEY CLUSTERED (MyTableID)
See ALTER TABLE and IDENTITY on MSDN