I suggest you read about defending against XSS. OWASP has good resources. You need to apply proper input validation to all input values, and properly escape all dynamic values that you insert into the output HTML document. There are many online resources on how to prevent XSS.
As far as your specific application, you haven't provided us enough information to diagnose the issue. Did you try opening
my_php_file.php?nsextt="..." in your browser, to see what happens? Does an alert dialog pop up? If you view the source of the response, do you see a "
style=..." attribute anywhere in the response? Also, though you say you don't use any GET parameters in my_php_file.php, is it possible that code in my_php_file.php might include another PHP file or might call some other function that produces unsafe output? I suspect you may have an XSS vulnerability that allows injection of a new attribute into the middle of some attribute list somewhere.
You mention the approach you are using to sanitize the parameters on other pages. I'd like to mention that this is not the proper input sanitization method.
strip_tags does not prevent XSS (
strip_tags is not guaranteed to remove all tags; and even if it did, removing all tags is not sufficient, as one can still mount an XSS attack by injecting attributes without injecting any new tags). A good rule of thumb is that if you're using
strip_tags, you're probably doing something wrong.
More generally, input validation is not about blindly throwing every stripping function you can think of the data. Instead, you should check that the input matches a suitable whitelist or regexp, as appropriate for the type of the data. And, when you output the data, you should escape it in a way that is suitable for the context where the data will be inserted. For instance, if you are inserting it into the standard between-tag HTML context, you can escape the data with