So the aliens sent down pods, maybe they were phones, requesting info and would give you things in return. I remember a guy asked for a device that could make anything you want using nanotechnology. It would make it by disassembling items near by. He was wanted I think and made guns or a ship or something like that. I'm pretty sure it was in a book of short stories I read like 3 or 4 years ago.
Although it is a novel rather than a short story, this sounds very like (one of the) plots in "Singularity Sky",by Charles Stross, first published in 2003.
The particular sub-plot deals with the "Festival" arriving at a planet called Rochard's World. It makes contact with the inhabitants by raining down cell-phones from orbit. Quoting the summary from Wikipedia:
Those who pick them up hear the Festival, "Entertain us," it asks, "and we will give you what you want." Interlocutors who successfully entertain the Festival by telling it something it has not heard are rewarded with anything they wish for. At first they request food or other modest needs, but then Burya Rubenstein, exiled to the colony for his role in leading an uprising, asks for a cornucopia machine...
and rapidly the economy of the world collapses. As the OP mentions, the Festival makes the objects by breaking down nearby matter, and reassembling it into the desired form using nanotechnology.