To answer your last question first: You would use a 'center punch' to make a small depression at the mark where you want to drill. Here is a link showing one http://en.wikipedia.org/wiki/Punch_(tool)
To hold small pieces of sheet aluminum use a piece of plywood in the shape of a paddle. Hold the aluminum down using countersunk wood screws with the edge of the head just overlapping the aluminum to act as a clamp. This way your finger are well away from the aluminum and you have a good grip on the handle of the paddle. The drill will center itself up in a good center punch mark.
An open mind is a virtue...so long as all the common sense has not leaked out.