or perhaps you mean you want to pin the object at run time? instead of when you design it on the C2 editor?
use the On created event on the asteroid object, on creation it will spawn an alien, and immediately pin the alien on that asteroid
assuming the alien has a pin behavior, this is the example event:
asteroid On created | asteroid Spawn alien on layer "Main" (image point 0)
_____________________|alien Pin to asteroid (position and angle)
hope that helps