You cant use this statement directly as it is part of a primary key Look up ALTER TABLE in BOL
I dont know the level of your SQL expertise but to see how SQL server does this change the column in design view via EM then click the "Save change script" icon. This will show you what it is about to execute.
You will probably find that it creates a new table and then applies the Primary Key on the new table. It can be done differently by dropping the constraints 1st then reapplying them after the column has been altered.