Consider the following scenario:
You create a site in Microsoft SharePoint Foundation 2010 or in Microsoft SharePoint Server 2010.
You extend the site to an extranet environment by setting Alternate Access Mappings (AAM).
You access the extranet site, and then you perform a search on the site.
You click the Alert Me link on the Search Results page.
You click OK to create the alert warning.
In this scenario, the Alert Me page does not return you to the Search Results page as expected.
To resolve this issue, apply the following hotfix packages:
2536591 Description of the SharePoint Foundation 2010 hotfix package (sts-x-none.msp): June 30, 2011
2536588 Description of the SharePoint Server 2010 hotfix package (osrchwfe-x-none.msp): June 28, 2011
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.