With one of my MySQL tables, I dropped column col1 before I drop it from a unique index (col0, col1, col2, col3) that contains it.
Is it automatical
According to the MySQL 5.1 Reference Manual:
If columns are dropped from a table, the columns are also removed from any index of which they are a part. If all columns that make up an index are dropped, the index is dropped as well. If you use CHANGE or MODIFY to shorten a column for which an index exists on the column, and the resulting column length is less than the index length, MySQL shortens the index automatically.