Hmmm, Thiessen - a good southern Manitoba name
. I grew up with some Thiessens in NE Montana and went to college with others in south central Kansas.
Anyway, as Heather said there are several options for transportation. The bus cost is 80 pesos per adult now. That would be about $30US total. If some of your 4 are children, their price will be less. Very young ones are usually free.
The Alhambra is walkable(5 blocks) from the bus station if you don't have a lot of luggage. Otherwise you'll need to hire a tricícolo for the luggage.