If you are planning to run Linux on a standard Alpha based system, then there are pre-built "standard" MILO images that you might use. These (along with the sources and other interesting stuff) can be found in ftp://gatekeeper.dec.com/pub/Digital/Linux-Alpha/Miniloader.
The images subdirectory contains a directory per standard system
(eg AlphaPC64) with MILO images having the following naming convention:
MILO - Miniloader executable image, this image can be loaded in a
variety of ways,fmu.gz - Flash management utility,MILO.dd - Boot block floppy disk image.
These should be written using rawrite.exe or dd on Linux.
The test-images, like the images subdirectory
contains a directory per standard system. These images are somewhat
experimental but tend to contain all the latest features.