Alli works only in the gut (small intestine) to block some of the fat that's eaten. Other than loose stools or oily discharge I don't think dizziness is a side effect. However, you might want to post this on the Pharmacists Message Board. Please mention any other medications you take on a regular basis, so they have the whole picture.
Let me know if you need anything else.
Pat Baird, MA< RD, registered dietitian