Alexander is Zetta's chief rival. As Overlords constantly wish to expand many attempt to conquer other Netherworlds and Alex is no exception. Alex has attempted to take over Zetta's Netherworld hundreds of times and employed over a thousand assassins but none have yet succeeded. While Zetta considers this proof that he has won Alex claims that since Zetta hasn't taken over his Netherworld it is proof that the battle is a draw.
Even with Zetta being trapped in a book and his Netherworld destroyed Alex continues to try and kill Zetta in an attempt to claim the title of Strongest Overlord. He appears greatly upset when Zetta is cursed by "The One" and attempts to kill him before the curse does but is stopped by Salome before he can go through with it. He later attempts to see why Salome interrupted their fight but after hearing Seedle's story becomes disgusted with the Overlords and battles himself while Zetta confronts Salome.
Zetta refers to him as an "Asshat" and he has a little sister that has yet to be named. Alexander appears in Disgaea 2: Cursed Memories appearing as the image of the Omega Level Wind Spell (as Lightning, his preferred element, is not present in Disgaea games).
Source: Wikipedia, "Makai Kingdom: Chronicles of the Sacred Tome," available under the CC-BY-SA License.