I must have read all the faq's and previous posts on this subject, and this is what I found using this advice:

I checked the mass cable from the amp to the car chassis.
It turned out to be rather loosely screwed to the car, and the installer did not bother to scrape off the paint.

After scraping off some paint and using a bolt to really tighten the screw to the chassis,
I managed to reduce alternator whing with 50% (no scientific measurement, I should add).

Another test I did was to feed the Empeg with the AC adapter.
Apart from almost blowing my speakers (home volume was 100%),
I found out this totally eliminated all audible alternator whining.

So, how should I proceed:
1) look for an even better amp mass cable connection
2) get a power filter for the empeg
3) other

Thanks for any suggestion,
Pim