Alexa ranks websites using the data it receives from stats of the users using the Alexa toolbar. But Alexa toolbar is not used by everyone. Then how can you increase your alexa ranking? An alternative way to notify Alexa of your site usage is to place the Alexa widget on you site itself. This makes sure that every site visit and page visit counts.
I have set one in one of my site and my ranking is going up day by day.
If you want one to include in your site, you can try :http://www.alexa.com/site/devcorner
See alexa ranking of this site.