MimiJane:
Rereading this thread and noting that you said you're new to FrameMaker, it looks like the key missing concept is that of a labeled autonumber sequence: If you add a label -- a capital letter followed by a colon (i.e., H: in Barb's example, which reflects a common practice for heading numbers) -- you are relating that paragraph format's autonumber to the autonumbers of all the other paragraph formats that also employ the same label. IOW, all H:-labeled paragraphs are linked to each other, but they're unrelated to any autonumbers with a different label, or with no label.
So an alternate solution to your problem would be to add H: to the beginning of the autonumber formats for all your heading, (regular) figure, and table paragraphs, and then create a new label for your Alert figure paragraph autonumber:
A:Alert <$chapnum>-<n+>
The problem with this is that it won't automatically reset at the beginning of each chapter, but you can fix that by setting your Paragraph Numbering Properties (under Format>Document>Numbering..) to Restart Paragraph Numbering (if that won't screw up any of your other numbering).
Personally, I would add the Alert figure titles to your H: sequence, but there are (as there usually are) multiple ways to skin this particular cat.
Good luck!