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I got this tips from seo expert about how to increase Alexa Rank. I hope this will work for my site and usefull for you too :

1. Submit you site in Alexa Web Search
2. Install Alexa toolbar on your browser, and tell your friends to install too. As many as your visitor use alexa toolbar on their browser, your rank will increase.
3. Make your site as your homepage on browser.
4. Use Alexa Rank Widget on your site
5. Post an artikel about Alexa on your site, use "Alexa" word in your title, label this post with Alexa and add Alexa as your keyword on your HTML.
6. Increase your visitor and backlink from other site. Espesialy from SEO or webmaster site or forum which use alexa toolbar on their browser.
7. Submit your site in social bookmark, site directory etc.
   

If you have your own domain (not free domain) you do this additional tips :

1. Submit your site to DMOZ Open Directory, couse Alexa take data from this directory
   
2. Make review for your site and suggest related site in Alexa Directory

Ok. Thats All.

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