Supposedly ALA on its own is not a sufficient chelator to pull stuff out of you without the help of something else, like DMSA or DMPS. So all it winds up doing is 'mobilizing' the mercury in you and making you feel worse.
I tried taking ALA (without any other sort of chelator) a few months back for an unrelated reason, and I did notice that it made me feel noticeably lousy. After reading about ALA and mercury it makes sense now why it made me feel bad.