I'm not sitting at Alibre right now to test.
1 - Create a sketch (line) on the plane of the centerline of your hole. The end of the line will be the start of your hole, length doesn't matter, making sure it is at the angle of your hole.
2 - Create a plane normal to the sketch line, located at the endpoint of the line (thus the end of the line must be the start of your hole).
3 - Create a hole on that plane. (If that doesn't work, then create a boss-extrude on that plane at a size smaller than the minor diameter. Then create your hole on that boss-extrude and it will be "absorbed" into the hole.)