If you configure your Alpha Server to use the serial interface before installing the operating system you will have to explicitly tell the installer to use the serial console when you boot from the install CD. Because I have a screen and keyboard atteched I personally find it easier to install Linux first and then configure the system to use a serial console.
The following commands will configure the system to use the serial interface as the console device, set up the boot flags so that the console passes the correct boot option to the boot loader at startup and finally configure the system to start loading the operating system automatically at power up.
>>> set console serial
>>> set boot_osflags 0
>>> set auto_action boot
# vi /boot/etc/aboot.conf
# aboot default configurations
0:2/vmlinuz ro ... /dev/sda3 console=tty0 console=ttyS0,9600n8
1:2/vmlinuz.old ... /dev/sda3
2:3/vmlinux.new.gz ... /dev/sda2
3:3/vmlinux ro ... /dev/sda2
8:- ro root=/dev/sda2
9:0/- ro root=/dev/sda2
To enable logins from a serial console you then need to update /etc/inittab, find the line that starts corisponds to the serial port you are using, uncomment it and modify it as shown. Note that the terminal type should corispond to the type of terminal device you are using, bacause I'm conencting from a terminal window on another linux machine I've selected linux.
# vi /etc/inittab
# Example how to put a getty on a serial line (for a terminal)
T0:2345:respawn:/sbin/getty -L ttyS0 9600 linux
#T1:23:respawn:/sbin/getty -L ttyS1 9600 vt100
Reboot for these changes to take effect.