Hey srjacob,
The link Ken gave you is a pretty decent way to do it. And you can always download FreeCAD and pass it through there. I think FreeCAD complements Alibre pretty well because FreeCAD suffers a bit in the design and assembly parts where Alibre is excellent.
But bear in mind that, which ever way you go, an stl file is 3D geometry made up of triangles. There are no curves, arcs, etc. So, once something is converted into stl you have lost a bit of the "information" of the geometry and are left with an approximation. Converting that to a solid can be done but will not bring that information back.
For simple parts, it's worth keeping the part in as a template, design a new one around it and then delete the original.