Your Tables problably are Myisam, changed them to Innodb to allow transactions.
To change the AutoCommit (I'm not sure if it's necessary) you can try it this way:
mysql> SET autocommit=0;
Query OK, 0 rows affected (0.00 sec)
but this will be working only with the current connection, if you need to apply to all the DB you need to change the DB variables.