Alexander the Great's main impact on Western Civilization was that he helped to create Hellenistic culture and definitely was the cause of its spread throughout the Middle East. This may be said, for example, to have helped lead to Christianity in that it brought the Middle East into close connection with the European world. The Romans would make this connection closer, allowing a Middle Eastern religion to spread to Europe.
Alexander also helped create Hellenistic civilization. His conquests, and those of his father, helped to destroy the classical Greek civilization. This led to new ideas such as those of the Sophists and Epicureans that have become part of our cultural heritage.