We have studied the molecular structure of liquid alkanes confined between a flexible elastomeric poly(dimethyl siloxane) lens and a rigid sapphire substrate using surface-sensitive infrared-visible sum frequency generation spectroscopy. The reduction in the gauche defects suggests ordering of liquid alkanes under confinement. The cooling of confined liquid below the freezing temperature leads to crystallization with alkane molecules lying on the substrate with the symmetry axis parallel to the surface normal. This structure is very different from the bulk alkane crystals next to sapphire or air interfaces.