The first thing I'd recommend you try is to open your p/s reservoir bottle and see what colour the p/s fluid is. I'm not sure what age your car is, but basically alfa seem to have made an error with both the design of the reservoir and the type of fluid. This was certainly the case on my 2006 1.8mpi 159. I think it affected cars up to the middle of 2007 when the error was remedied.
If the fluid is red, it's the wrong stuff. If its green, it's right. In my case the noise only occurred on a cold start when the outside temp was -1 or colder. This didn't bother me too much but the next thing was my steering rack started showing signs of wear. I went to a main dealer when I was informed that a new rack would be 1200 euro plus vat. I managed to get the rack f.o.c. from Fiat Ireland which was great but I had to pay the labour and the cost for the new reservoir and proper fluid.
The second thing I'd do is jack the car up and check for wear on the inner tie-rods/drag link for left-right movement on the front wheels.
Anyways let us know how you get on!