Meanwhile I realized that, the alerts in the syslog came from the SuSE FW.
So there aren't any alerts from snort.
"It's possible there are no alerts?"
Now I'm sure there aren't!
"Was Snort restarted after you made the change?"
Yes, of course (hundred times

).
"How about using the full /path/and/filename ?"
I'll tried it. The snort made an alert file, but it remains empty.