Help me find this please

This is a older anime...umm...so the first episode I thing started off like this: boy is following a girl because he believes that she is an alien, as he's stalking her, she disappears so the boy goes home, near his apartment is a dog in a box. He goes up to the dog but then suddenly the girl he was following comes running to him with a baseball bat and is yelling at him to get away from the dog. The dog is an alien who is about to kill the boy, she saves him...and that is all I remember. I think they were wearing school uniforms...yeah