While Alexa is useless to most in the know, there are many advertisers out there that use your rank to judge your ad space's worth. Dumb I know, but they do.
Do you have your site set as your home page?
Do you have the IE toolbar or Firefox Add-on?
Have your family and close, supporting friends done the same?
Some say that adding one of their badges to your site will also help. Since it sends them a message every time it loads. This sounds good, but I'm not sure if it's true. Couldn't hurt though.
Have you heard of IzeaRank. If you are blogging that's one of the best ways to show your popularity in the blogosphere.
Hope that helps
