Alexa rank is based on how many people who have come to your website and have the alexa toolbar installed.
If a website A has 5,000 users to it's website but none of them have the toolbar installed then the website won't rank high. If website B has 500 visitors and all of them have the toolbar installed then website B will rank much higher in alexa than website A.
If you want some free alexa traffic you can always try out http://www.trafficsend.com
it seems like a new website but I've been using it on some sites and it seems to work. I think when they get more users it will only get better over time.