May I recommend to you "In the Footsteps of Alex. the Great" - an excellent visual journey in DVD format now. It traces his campaigns throughout Africa and Asia...includes the Siwah journey.
http://www.amazon.com/gp/product/B0002V7OGA/ref=imdbpov_dvd_0/102-7988042-3278508?%5Fencoding=UTF8&v=glance&n=130
I enjoyed the PBS series "In the Footsteps of Alexander" (when it was on TV) and the companion book. I'm off to check off the link you provided. Thanks for posting.