The Create pop-up menu control the kind of alias that created:
Alias
To create a normal Finder alias, choose the Alias option in the Create pop-up menu. Mac aliases continue to work even when the original item to which they point is moved or renamed. Use this option unless you have a specific need for a symbolic link.
Symbolic Link
To create a UNIX symbolic link, choose the Symbolic Link option in the Create pop-up menu. If you need a symbolic link, you already know why.
