There's actually a service at alexage dot com that improves Alexa ranking for websites and blogs.My blog's alexa rank went from beyond 200K to 65K in a couple of months, so Alexage worked pretty well for me.

The Alexa Toolbar is a browser add-on that shows data about sites as you surf the web. Alexa is a very powerful tool used to rank web site traffic. Alexa rankings are very important for blogger and webmasters.