There have already been some very good answers on this topic (both specific and more general ones). And please consider checking the FAQ befor asking, as there's a section about historical views on sexuality.

As you'll see in the numerous threads about this that have been compiled in the FAQs, sexual identities, just like, say, national identities, are relatively modern phenomenon and we simply can't apply these modern concepts in ancient context - it's bad historical practice to force anachronisms onto figures from the past.

The analogy I always like to use is calling Alexander the Great bisexual or homosexual is not unlike calling Charlemagne Belgian, Julius Caesar Italian, or Herodotus Turkish.

That being said, this is a problem easily remedied. I'm sure there's a user around who can tell us about the contemporary attitude towards sexual acts we would consider 'homosexual' today around Alexander's time.

If it makes it any easier to get your head around, just remember that describing anyone from the pre-modern era as heterosexual is just as inaccurate and the concept of heterosexuality would have been just as alien to one of Alexander's soldiers.