Yes, that is the way to get listed on Alexa, per their own help files on the alexa site,

The other way is for other alexa tool bar users to visit your site, infact unless other alexa toolbar users visit the site, theoretically it should remain poorly ranked in the Alexa traffic rankings

Of course people have been know to visit their own site a gadzillion times, thereby rendering the whole thing rather,,,,

One wonders why Alexa's algo cannot discriminate between visits from the same IPs,

Ask and teoma works the same way? Does that happen with other SE toolbars too?

I believe that G has indicated they will use any method available to uncover and index info on the Web. Most webmasters not wanting to allow the SE's to know about a new site, for example one in development, will not visit that site with any toolbars turned on.

There have been lots of posts and threads speculating about the extent to which the various SE's are or might in future use toolbar information. I'm certain from comments made by the SE reps that they are looking at the information. Why wouldn't they? Being able to see how long surfers stay at a site and how they use it would be valuable. Just like the info derived from G Analytics would be valuable. Just like looking at kw distribution and relationships in email correspondence would be valuable.

How much any/all of this actually factors into rankings, if at all, is an open question. But you can assume that if you have toolbars turned on, the sites you visit, and your habits and patterns of site surfing, are probably being noted. Not to mention the kw's you're searching on.

As for Alexa, it skews towards a more tech oriented crowd obviously. And from what I hear, gaming them with automated visits is a lot tougher than it used to be.