See the thread
http://www.alice.org/community/showt...=2025#post2025 and related links.
The bottom line is that the only way you can really create a model in Alice from simple shapes is to import the shapes (in .ase format - there are shapes in that format attached to a posting in the forum, however) as textures and then combine and resize them as needed for your model, which can then be saved.
Think the links should answer most questions, but feel free to ask if something isn't clear.
Added Notes: To "skin" the models made this way, you have to import a texture for each object. If you have done a UV mapping on the entire object before you import it, the mapping will be preserved (usually - there are some problems with normals) but you still have to bring the textures in separately.
Also, nice model, especially for working from simple shapes.