I would suggest not putting too much weight on this metric. There is a lot of debate around the web as to how accurate and useful it is. Some people say that the data is totally exaggerated and skewed, others like to use it. Alexa collects its data by a tool bar installed in the browser for users. If users donít have the tool bar installed, they are not counted in the data. So in theory, if a website had visitors that were well aware of the Alexa tool bar and didnít want it installed, that site would have a horrible Alexa ranking. Thatís probably a horribly extreme example but you get the idea.
In a nutshell, there are probably lots of other things you should be working hard on before you start worrying about this.
Check out this post from SEOMoz on the inaccuracies of Alexa and other measurement tools,