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avoiding index on incremental column

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Hi,
I've a very huge table whose 1st column is a numeric value, starting from 0 at the 1st row and incremented by 1 each new row I inserted.
No holes, no duplicates.
I need to perform some very fast query based on this value, mainly around the last inserted rows. What is the best I can do? A normal index or is there a way to instruct the system to take advantage from that strong order? In theory, the number of the row is the only info the system would need to directly access that row.
So I'd like to avoid useless complex indexes if possible.

Regards
Pupillo






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