Hi there,
Great question. You've already won half the battle if you are indeed the alpha. Your chihuahuas will likely struggle at first with having this 'intruder' on their property, but if they see that you accept him then they are much more likely to do this too.
I would introduce one chihuahua to the pup at a time, and maybe away from your property. Introduce them just as you would any dogs that haven't met before - keep both on leads and let them sniff each other. If all goes well, let your chihuahua off and see what they do. Reprimand any aggressive behaviour, and reinforce friendly behaviour with saying 'good boy' etc If no aggression is seen, let them both off. If things look like they may not be going so well, put one or both of the dogs back on leads and let them have a bit of time out from each other before trying introducing them as above again.
Don't rush your dogs when introducing this new pup. They will understandably feel threatened and you will need to make sure they know that their place in the hierarchy is safe. I would try not to change their daily routine too much either.
Hopefully they will see the new member of the family as a fun playmate (and not just a giant that accidentally steps on them:P)
Good luck and let us know how you get on

Kate