Alexa is an Ok indicator of the traffic you get, however, if you rank higher than 100k, you are a nobody in the eyes of Alexa. Like some of the comments here, just concentrate on offering great value to your visitors/customers. Your bottom line will follow
I've tried a number of times to install the Alexa toolbar but Trend Micro gives me a warning every time. Is it or isn't it spyware? Is it safe to use on my computer? Why doesn't Trend Micro like the site or the toolbar?
If this is true, how onet.pl (engine in Poland) gets Alexa rank 143 (3 in PL)??? Average users even don't know about Alexa.......
Alexa uses toolbar and cookies to track website traffic. Your Alexa rank is approximate to the actual traffic you receive so leave it as is.
The easiest way to get a low Alexa ranking is buy some traffic for your site. You would be seeing the changes in your Alexa ranking in due time.
Like the others have said - either download the toolbar or a firefox widget and then visit your site and make sure you do lots of pageviews. There's also the tool that someone of DP was selling - I think it's called 'magick surfer' or something - I used it a while back and it seemed to work OK... Try not to get too hung up on Alexa rankings tho
Use Alexa as a general guide when you are scouting websites to place your paid advertisements on, or to use as a selling point in selling your ad space. It's not meant to be used as a true analytic page like Google Analytics.