Don't panic! The visiting aliens are harmless. Or mostly harmless anyway. And if you're eager for a glimpse (or perhaps want to leave an offering for a weary interstellar hitchhiker), then a stop at the UFO Watchtower is a must. About 15ft high, the tower is unlikely to improve your chances of actually spotting a flying saucer, but the garden and its assorted treasures is definitely something to behold.
The watchtower is located off Hwy 17 near Hooper (about 30 miles west of the national park), and is easiest to access if you're driving south toward the dunes from Salida.