The quote from PCG UK is as follows:

"Of course we're interested in telling more about the universe we have created and therefore we will continue making sequels to the game. At the moment we're working on a game where you play as Alyx and her well-known robot dog - Dog... I can't tell more at the moment."

The quote is attributed to Doug Lombardi, and it should be noted now that everything else in the article is COMPLETE CONJECTURE. It falls under a category of the magazine called "Eyewitness Conjecture", and cover things that websites are now reported on.

The "Alyx Gun" is mentioned based on code that can be found in the Source SDK, and is thought to be a "likely" feature of any expansion, and the author of the article thinks it is unlikely that Dog will be playable. These things aren't FACT though, they're just guessing from a games writer.

Either way, I commend all parties involved for their stellar journalism and accurate reporting.

UPDATE: A quick quote from Valve's Doug Lombardi states:

'Despite the rumors, Valve has not announced any plans for an HL2 expansion'

Thanks Computergames.ro