I don't watch Alexa ratings very closely, but I do have the toolbar installed and I know that my sites ratings have not been updated for a few weeks. I had a friend tell me that when he upgraded to Internet Explorer 7 his Alexa toolbar was uninstalled and he hasn't been able to install it ever since. (I haven't upgraded to IR 7 yet.)
If this is true for everyone upgrading to IE 7 then Alexa is going to be losing the majority of their installed toolbars, which of course is the backbone of their rating system.
Just wondering if anyone else has heard of such issues?