At the moment the red alert code is broken so you'll not be able to test your mission out until 3.6.10 comes out (unless you get hold of a CVS build). Making the missions is actually quite easy.
First you need to make both the red alert mission itself and the one preceding it part of a campaign. Red alerts can only work as past of a campaign and even then the preceding mission can't branch, the only mission after the 1st one must be the red alert which means that apart from a repeat mission option the only path out of the mission must lead to the red alert mission.
In the 1st mission you must tick the Red Alert Carry Status box in Ship Editor->Misc dialog box for each ship that you want to appear in both missions. In the 2nd mission you must tick the Red Alert box in the Mission Specs Editor.