How to avoid this?

[banswidthjunkie]

Not possible at this moment

Can you help with the php grammar necessary to do it?
or can you say me which file must i edit?

How about what you had before, but

  if( ereg("\?alpha_filter_id=[0-9]+$", $_SERVER['REQUEST_URI']) ) {
    header('HTTP/1.1 301 Moved Permanently');
    header('Location:http://www.mysite.com/shop/');
  } 

That will catch the filter if it is the only variable. I think that is a brutal hack, but it's up to you.

Personally I think that you are worrying about nothing, in time google will get a decent index of your site and those things will filter away.