Heat oven to 375°F. Spray 12x8-inch (2-quart) baking dish with nonstick cooking spray.
In large saucepan, bring 6 cups water to a boil. Add shrimp and broccoli; cook 2 to 3 minutes or until shrimp turn pink. Drain. In medium bowl, combine shrimp, broccoli and Alfredo sauce; mix gently. Set aside.
Cook fettuccine to desired doneness as directed on package. Drain.
Meanwhile, in medium saucepan, heat oil until hot. Add shallot; cook 1 minute. Stir in tomatoes, tomato paste and fennel seed; simmer 10 minutes.
Arrange 1/3 of cooked fettuccine in sprayed baking dish. Cover with 1/2 of tomato mixture. Top with 1/3 of fettuccine and shrimp-broccoli mixture. Top with remaining fettuccine and remaining tomato mixture. Sprinkle with cheese.
Bake at 375°F. for 25 to 35 minutes or until mixture is thoroughly heated and cheese is melted. Let stand 10 minutes before serving.