MS SQL Server: Import Flat File with auto-increment ID
You cannot alter a column to be an IDENTITY column.  

What you'll need to do is create a new column which is defined as an IDENTITY. 

Then use an update statement to update the new column from the old one (with SET IDENTITY_INSERT ON before and OFF after the update).

Once this is done, drop the old column. 

Fianlly, rename the new one to the old name.