GOT IT
Before I can access that property I have to link it to that table/column whatever you call it? I found this (by pure luck) in a MSDN code example. I don't understand how it all works but it does work now that I've set the parent cataloge. Figured I'd post the solution for any searching something similar in the future. Thanks for everyones help.
Set objADOXDatabase = Server.CreateObject("ADOX.Catalog")
Set objFirstTable = Server.CreateObject("ADOX.Table")
objFirstTable.Name = strTableName
Set objFirstTable.ParentCatalog = objADOXDatabase
objFirstTable.Columns.Append "ColumnA", adInteger
objFirstTable.Columns("ColumnA").Properties("Aut oincrement") = TRUE