For Steganographic Alias Files you must specify a name only which exactly matches the actual bitmap file you will distribute.  You specify this name in the filename box on the Alias License File Tab in the License Manager as shown:

Steganographic Alias Files only need to have their name set correctly. At run time the physical bitmap must be located in the same directory as the Main License File.  More information can be found in the Files To Deploy section.

NOTE: When actually creating the physical bitmap file with your image editor program, be sure to follow the guidelines set out in the Steganographic Alias Files section in the feature guide. Be especially aware that they must be 24-bit-per-pixel windows BMP format.