Alexa is a voluntarily-downloaded toolbar, like you can download a Google toolbar, or Yahoo toolbar. The difference is that Alexa notes what pages you visit, and sends them to the Alexa tracker server. Those statistics are used in generating traffic/popularity reports.
I suppose you *could* consider that spyware, except for the fact that people voluntarily downoad it... When I download something that sends statistics about my web browsing, I don't really consider it spying when it does its job.
I'm not saying you *should* download it. I'm not even saying it's good. I don't even use it, and I have a vested interest in using it (so as to increase the traffic rating for Techware Labs). I just wanted to clear up the apparent confusion about Alexa.
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