can't i set two auto increment colomns in sql 2008 ???

Make one column as Identity column.

For Other Column, you can do it by making this column as Compute column. Also you can write Trigger for the same. Easiest and Efficient would be Computed column.
You can create compute column as:

CREATE TABLE myTableName
(
 GRNo INT IDENTITY(1,1) NOT NULL,
 SecondColumnName VARCHAR(100),
 OtherColumnsName VARCHAR(100),
 BillNo AS ( 'B' + CAST( GRNo AS varchar(max) ) ) -- filling the value by computing B1 if GRNo is 1
-- OR Simply
-- BillNo AS (GRNo ) -- filling with GRNo 
)

Same thing you can do from Design Mode of your table.

 Actually i m creating form for Purchase Bill.  In that i have to fields namely GR no and Bill no...for each form the serial  unique GR no and serial  Bill no  should be generated...So i need to set two auto incrementing columns...if we can't set two auto increment columns in sql serever pls suggest me any other methods to generate serial GR no and Bill No...

is there any other way to do so......

any other ways ... i have to set two auto increment columns in my table...

Hi Sathish

You can't define two identity column in a single table.

Thanks 
Manish