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"Don't Take Me Alive" is the third track from the fifth Steely Dan album the Royal Scam. Co-fronties Walter Becker and Donald Fagen are the writers of same, naturally.
Leaving no mystery to the lyrics, "Don't Take Me Alive" is about a violent criminal holed up with "a case of dynamite" telling the cops to shoot him, in the tradition of playing "suicide by cop." He also appears to have committed patricide. That's our Steely Dan - the darkest lyrics sung to the most cheerful tunes in rock 'n' roll!
That's Larry Carlton doing the guitar solo. He's usually content to be a session musician, but he took his day in the limelight winning a Grammy for composing the theme to the hit TV series Hill Street Blues. See, you've loved him all your life and never knew it.
While their next album, Aja, was their most successful, the true hardcore Steelies usually agree that The Royal Scam is the point where Steely Dan really distilled themselves into their perfect form.
Since you Steely Dan fans always bring it up in the comments anyway, yes, Steely Dan got its name from Naked Lunch, a novel by William S. Burroughs. Both Becker and Fagen were beat-generation literature fans. However, "Steely Dan" is not a character in that book. It is a strap-on dildo, whose full name is "Steely Dan III from Yokohama." If that shocked you, well, you should have seen that coming when you saw the title Naked Lunch.