Tente:
set thefolder to choose folder
tell application "Finder"
set mySelection to selection
repeat with aSel in mySelection
make alias to aSel at thefolder
end repeat
end tell
EDIT Se você estiver usando o script como um serviço: Serviço recebe arquivos ou pastas selecionados no Finder
on run {input, parameters}
tell me
activate
set thefolder to choose folder
end tell
tell application "Finder"
repeat with aSel in input
make alias to aSel at thefolder
end repeat
reveal thefolder
end tell
end run