How to enter greek alpha under Xorg?

I just looked up /usr/share/X11/locale/en_US.UTF-8/Compose and there is no dead_greek character. There are only dead_acute, dead_iota, and the like to combine with alpha. There is no plain greek alpha in this file.

If you use gnome, look at this answer How can I map a character to a key combination? over at http://askubuntu.com. In your case this would be

Ctrl-Shift-u03b1space

If you have no dead_greek key in your xmodmap output, you can add one yourself. Search for a key you want to use for that purpose, right windows key or right super key for example. Then you can replace the definition of this key with dead_greek

keycode 133 = dead_greek NoSymbol SuperR