Since I have been updating my site on a fairly regular basis, my Alexa ranking has been continually improving. You may view your Alexa rank, or the Alexa rank of any website, by visiting alexa.com and downloading the toolbar.
As of today, October 5, 2008, my Alexa rank is 987,581. Not great, but not too bad.
There are a number of ways of improving your Alexa ranking, or any search engine ranking for that matter. Google really loves blog posts. Blog posts that provide good content are highly rewarded in the search engines.
The search engines are always looking to thwart the people who try to scam (or beat) the system to get their website ranked higher. I was doing some research for this article and there were suggestions from people to post in forums and blogs using the alexa.com link. There were also other suggestions such as asking all of your friends and relatives to visit your site using their browser with Alexa toolbar.
I have a better suggestion. Have good solid relevant content on your website. Be active in forums and blogs and attach your website to your posts. Get your traffic up through a combination of Google Adwords, relevant advertising in your niche, and blog posting.
At the end of the day, is an Alexa ranking of 20 all that important, or is it qualified traffic that you are looking for?