You should do DMSA only for a few months to lower the body burden of mercury before adding in ALA. You do not want mercury crossing the blood brain barrier back into the brain. Normally it is 6 months or until you do not get symptoms.
Chlorella chelates intracellularly and since you are just beginning you should lower your extracellular load first, for the same reasons above. It also has a single thiol bond and because of that is typically contraindicated for chelation.
However once you have lowered your levels you can try whatever you want so long as its sensible. Some have gotten good results with cilantro and chlorella. I think that it should be used in conjunction with a di-thiol chelator however.
Also- you should read up on Andy Cutler's posts about chelation. Do at least 40 more hours of reading.