A model based on the linearized Vlasov-Maxwell equations, taking into account the nonlocal interactions of particles due to their finite Larmor radii has been developed. Assuming an inhomogeneous 1D slab plasma, Maxwellian equilibrium distribution functions and ky = 0, this model leads to a system of one first-order and two second-order integro-differential equations for Ex and Ey, Ez, respectively. These equations are valid for arbitrary values of k⊥ρσ, where k⊥ is the perpendicular wave number and ρσ the Larmor radius of species sigma . Therefore, the code SEMAL, which solves these equations, is appropriate for studying the effects of alpha particles on heating in the ion cyclotron range of frequencies. These effects are shown to be much less significant for heating at the second harmonic of deuterium than is expected from local models. Also investigated are other heating scenarii of deuterium, as well as the influence of kz, Tα, non-Maxwellian distribution functions and nα/ne. The results indicate under which conditions the power absorption by alpha particles begins to dominate and therefore to degrade the heating efficiency