First you need to visit the hot springs, go up to them and touch them. Then get to the snowy fields section of the Great Glacier, then do your best to move in an easterly direction, which will bring you to an area which doesn't seem like it's on the map. Follow it through until you get to a cave, in that cave should be a weird looking guy. When you talk to him, he will tell you not to touch you with filthy hot-spring hands (no word of a lie I couldn't believe it myself!!), and you will get into a battle with him, or rather her, because it's one of those annoying ice women. Beat that, and Alexander is yours!
