Astonishingly, I could only find a couple of UFO drawing tutorials - neither of which give you a silhouette as such.
This one gives you a cartoonish UFO which I think is a little naff, but you might be able to adapt it a bit:
Drawing a UFO | Drawing Techniques
Most searches for "photoshop ufo tutorial" bring up versions of this one, which requires the use of Illustrator as well as Photoshop and - while very impressive if you can pull it off - is probably way over the top for your requirements:
Learn how to create a flying saucer or make UFO by your own hands in Photoshop
An alternative might be to look for ready-made Brushes or Custom Shapes, or have a look at some commercial clip art and see if you get any ideas:
http://www.fotosearch.com/clip-art/ufo.html
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