I'm gonna agree with King Wally. If you want to make an alliance, be sure to have time to take care of it. It also takes time to create the foundation of the alliance so you can't really start an alliance like snapping your fingers. It's easier said than done.
What you need to start an alliance is find a group of people (5-6) that see eye to eye with you and start working on the alliance's foundation, meaning:
Creating a Charter, outline the structure of the government you will be using, who will be in charge of what part..ect. You need a strong foundation in order to start an alliance.
Starting the alliance is the hard part but don't think it is easy once it is created. You will need to keep working everyday to satisfy the members and keep the alliance active. You need to spend a lot of time checking the forums, staying on the IRC and such.
If you really want to make an alliance, go for it, but don't take it lightly.
Sats