While the alien theory is possible, it's unlikely. The ancient egyptians were actually very smart, and designed tools to help them move such large blocks. And also, thousands of people worked on the pyramids, lots of people would be working together hauling up each stone. Originally, Egyptian pharoahs were buried under mastabas, large structures made of stone, about the shape and size of the bases of pyramids (that should hint at something to you). Imhotep, the royal physician and architect of the pharoah Djoser, made a mastaba for his king, and was then struck with sudden inspiration. He proceeded to build several smaller mastabas on top of the bottom one, one on top of the other, for six levels, creating the first step pyramid. This soon evolved into the true pyramid.
So I don't think aliens helped them, I think they were just incredibly smart. After all, there are pyramids all over the world. In China, Peru, Indonesia. Hrmmm...this post seems a little long-winded, but oh well.