A model based on the linearized Vlasov-Maxwell equations, taking into account the non-local interactions of particles due to their finite Larmor radii, has been developed. Assuming an inhomogeneous I-D slab plasma, Maxwellian equilibrium distribution functions and k(y) = 0, this model leads to a system of one first-order and two second-order integro-differential equations for E(x) and E(y), E(z), respectively. These equations are valid for arbitrary values of k(perpendicular-to) rho(sigma), where k(perpendicular-to) is the perpendicular wave number and rho(sigma) 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 k(z), T(alpha), non-Maxwellian distribution functions and n(alpha)/n(e). The results indicate under which conditions the power absorption by alpha particles begins to dominate and therefore to degrade the heating efficiency.