1.   Login into your Exchange Control Panel.
2.   Goto Options and select Show all Options.
3.   Select Manage Organization.
4.   Goto Users and Groups.
5.   Select the user for which you need to add the aliase.
6.  Click on E-mail options.
7.  Click on Add.
8.  Enter the email address part before @symbol.  For Example if the e-mail address is john.doe@hostedapps4rent.com; then just enter john.doe.
9.   Select the relevant domain from the drop down.
10.   Click OK.