It appears that there is no concept of AUTO_INCREMENT in Oracle, up until and including version 11g.
How can I create a column that behaves like auto increment in Or
Assuming you mean a column like the SQL Server identity column?
In Oracle, you use a SEQUENCE to achieve the same functionality. I'll see if I can find a good link and post it here.
Update: looks like you found it yourself. Here is the link anyway: http://www.techonthenet.com/oracle/sequences.php