alexa rankings come from those who have the toolbar installed.
I had the toolbar installed on two computers, and I browse my own site with it. Since I visited my own sites every day, my alexa ranking went to the 12,000 range, and stayed there for months.
When I uninstalled it and quit using it for a long time, my ranking went to 40,000 range.
Quite simply, the ranking numbers are worthless. The only thing it can really tell you is how many people with the alexa toolbar visit a site, and even then it's basically a guestimate.
If you're a webmaster and want to impress someone who has the toolbar, I guess installing it might be useful, other than that....