You can install the Alexa widget in 5 easy steps:
1. Go to www.alexa.com's webpage
3. Click the Alexa Site Widgets
4. Choose between Alexa Site Stats Button or Alexa Traffic Rank
5. Copy the html and put it on your site
You will have to wait for about 2 weeks or 1 month before you can see any significant improvement in your ratings. By the way, the Alexa Traffic Rank is regularly updated; hence, you should not be surprised upon seeing the fluctuating figures in those widgets.