Auto-add to what? Address Book? If so, then no, I don't think so (there may be an applescript method for doing so, but that isn't something I can help with)
Mail maintains a previous recipients list (Window>Previous Recipients) which it uses to auto-fill e-mail addresses into the To:, Cc:, etc. fields for those people not in your Address Book already. If you view that list you can highlight people and then add them to Address Book by clicking a button.