Make an Alias but have it save to a different location

I would like to make an Alias of a WebDav folder. I don't have permission to edit the root directory were the folder is located and would like the Alias to save to the desktop.

How to I create an Alias and tell it where to save it to?

Hold down command and option, and drag the item to wherever you want the alias to be.

thanks!

technologist - thank you, that worked perfectly!