Look at these two photos, and you'll see that the similarities are obvious. The photo on the left is a typical space alien, referred to by UFO experts as a "Grey." On the right is a typical grey squirrel. Note that both have large, dark, shiny eyes, greyish coloring, and a pointy face. Conclusion: the alien on the left is a more highly evolved form of squirrel. They must have left this planet a couple of million years ago, sort of like in that Voyager episode with the Dinosaur aliens. Only this is, of course, for real.
If you need additional proof, consider the similarity in behavior:
Squirrels come down from the trees and pick up acorns.
Space aliens come down from the sky and pick up humans.
