I can think of some special cases. For example, if $a_{n} \geq 0$ for all $n$, then:
$$ \sum_{n=1}^{\infty}|(-1)^na_{n}| = \sum_{n=1}^{\infty}|(-1)^n||a_{n}| = \sum_{n=1}^{\infty}1.|a_{n}| = \sum_{n=1}^{\infty}a_{n} $$
So the alternating series converges.
Similarly, if all $a_{n} < 0$, then:
$$ \sum_{n=1}^{\infty}|(-1)^na_{n}| = -\sum_{n=1}^{\infty}a_{n} $$
Which again converges.
But the problem simply asks to prove or disprove it for any $a_{n}$, so I'm stuck.
Thanks.
$\sum(-1)^n{1\over n}$ converges but not $\sum(-1)^n(-1)^n{1\over n}$