Porting from MySQL to postgreSQL. Question RE: Sequence Dependencies

Hi all, this is my first post. I have a quick question, and if I have
it all wrong I apologise in advance, I'm still trying to get used to a
'real' SQL after moving away from MySQL.

I am using pgAdminIII and have created a table called 'clients' and
filled it with data. I then tried to edit the table so there would be a
primary key, and auto increment etc.
What I've noticed, is if I create a NEW column, and make it of type
'serial' then it automatically creates a sequence, but if I want to go
and edit a pre-existing column and change it from type 'integer' to type
'serial' I cannot.

That is fine, I added nextval('clients_id_seq'::regclass) to the Default
Value of my ID column, and I even added a sequence called
'clients_id_seq' but the thing is, there is no dependency between the
column and the sequence.

How can I go about linking the two? I'm a bit stuck :)

Any help would be really appreciated.

Rob