There are some good answers for this in the FAQ:

http://www.reddit.com/r/AskHistorians/wiki/antiquity#wiki_building_the_egyptian_pyramids.

This has a theory on how they were built, Jean Piere, Inside ramp and Water Theory. About 7.40 in. Its a video debunking the Ancient Aliens show. Jeans theory has nothing to do with aliens. https://www.youtube.com/watch?v=Jj86Q_OYjTI