I agree it is annoying that you cannot see all your alerts in one
place in SharePoint 2003 (which I assume is the version you are
running, and the only one I know). If you are also running Outlook
2003 there is the option to view all your alerts (across all your WSS
sites and sub-sites, not just within one site collection). In Outlook
click Tools then Rules and Alerts. You can see all alerts and
remove/edit as well.