Oh here's the basic recipe for alfredo if you want to give it a shot next time.

Alfredo Sauce:
1 pint heavy cream
1/2 cup (1 stick) unsalted butter, softened
1 cup freshly grated parmesan cheese
Fresh cracked black pepper

Heat the cream over low-medium heat in a skillet. Toss in the butter and whisk it gently until it melts. This is easier if you've cut it into tablespoon-size pieces first. Once the butter and cream are nicely combined and bubbling a little bit, sprinkle in the cheese slowly and stir it to keep everything mixing nicely. Season it with pepper to taste. (NEVER put salt in alfredo sauce)

The trick is to be nice and smooth with combining everything so it gets mixed nicely and doesn't burn. With this dish I'd use one pan for your shrimp and veggies and another for the alfredo.

Oh and the better the cheese you use, the better the sauce gets.