Oops ;)
I'm sorry to make that mistake.....of course you where asking about ALE.

I looked again in the databook and find the following:

'In normal operation ALE is emitted at a constant rate of 1/6 the oscillator frequency, and may be used for external timing or clocking purposes. Note, however, that one ALE pulse is skipped during each access to external Data Memory (= what Aka already wrote).
If desired, ALE operation can be disabled by setting bit 0 of SFR location 8Eh. With the bit set, ALE is active only during a MOVX or MOVC instruction. Otherwise, the pin is weakly pulled high. Setting the ALE-disable bit has no effect if the microcontroller is in external execution mode.'

So, maybe you have to connect an extra external pull up resistor (because internal pull up is weak)?
Or maybe bit 0 of SFR 8Eh is initialised high (1) after reset so you have to write a 0 to it yourself?
As far as I can see, SFR 8Eh is not bit-addressable, so you have to use code like this to manipulate the bit:

Set it:

ORL $8Eh,#01h

Clear it:

ANL $8Eh,#0FEh

Henk