Learn more physics!
do aliens really exist?
Could be, but we don't know. If there were, and if they were technically advanced, then they might send out electromagnetic signals which we could observe. There is a huge effort called SETI that attempts to detect such radiation but up till now, no success.
See: http://en.wikipedia.org/wiki/SETI for information.
(published on 11/10/09)
Follow-up on this answer.