The Alexa Toolbar gathers site information on all the sites that are visited by people that have the Alexa toolbar installed. So the more that people with the Alexa Toolbar installed that visit your site, the better.
How To Get A Higher Alexa Rating depends largely on how many other people visit your site however and that takes real visits from real backlinks. Installing The Alexa Toolbar will help and building an Alexa Rank, Stat or Traffic Widget and putting it on your site is easy. Creating backlinks to your site is a definite must do.
Steps/Ways/List On How To Get A Higher Alexa Ranking Number