You can add Alexa widget into sites or forums.
Example:
<a href="http://www.alexa.com/siteinfo/cloudmedianews.com">
<SCRIPT type='text/javascript' language='JavaScript' src='http://xslt.alexa.com/site_stats/js/s/a?url=cloudmedianews.com'></SCRIPT>
</a>
Note: You change domain www.cloudmedianews.com to your domain.

Alexa ranking is work on base of website or blog traffic performance. It you want to increase Alexa ranking then need to improve your website or blog traffic via various technique internet marketing. Social networking is much better way to get increase direct way of traffic to the web site and you can also use others techniques to increase website traffic like SEO, email marketing, etc.

There are many ways to improve alexa ranking.First of all,by improving overall traffic on website can help you to improve alexa traffic.second you can install alexa toolbar in you browser and set your website default homepage.Also you can use alexa widgets on your website.

There is only one way to improve Alexa Ranking, you need to increase your quality and quantity of website traffic.

Thanks for sharing the information about alexa ranking.