First, open the alert that you would like to customise.

You can then change any of the settings for the type of alerts you want to receive as well as how you wish to receive them. If you want to customise the analysis query the alert uses (i.e. what category and data is used when evaluating the alert) you can do so by selecting 'View Filtering Options' and then editing your analysis criteria from there.

 When you are done, simply click Save.