Thanks - this did it:
<?php
$i = 1;
if ($row_listingoptions = mysql_fetch_assoc($listingoptions)) {
echo '<a href="mypage.php?type=' . $row_listingoptions['option_id'] .'">'. $row_listingoptions['option_name'] .'</a>';
$i++;
while ($row_listingoptions = mysql_fetch_assoc($listingoptions)){
echo ', ';
echo '<a href="mypage.php?type=' . $row_listingoptions['option_id'] .'">'. $row_listingoptions['option_name'] .'</a>';
$i++;
} // end while
} // end if
?>