MySQL -- Sequences -- Do they exist

[noel.king2]

Hello

I am looking to create a sequence to use as a primary key for a table, I
have read about them on the mysql website but can?t seem to get them working.
 Do they exist for version 4.1 and if so could someone give me some sample
code.  If not is there anyway to automatically generate primary keys for
tables in MySQL.

Thanks 

Noel