The following instructions have been created to help you to get rid of "Alexa" manually.
Use this guide at your own risk; software should usually be better suited to remove malware, since it is able to look deeper.

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Threat Details:

Categories:
  • spyware
  • bho
  • unstable

Description:
The privacy statement says it all. They are storing quite a lot of information, including personal data like accounts (if account data is used in URL). They give other companies access to their databases; those may only use the data to what it was retained for. The statements says what the data was retained for, but doesn't give exlusions what it isn't retained for.
Supposed Functionality:
Internet Explorer toolbar providing additional information and related links about visited websites.
Privacy Statement:
ALEXA COLLECTS AND STORES INFORMATION ABOUT THE WEB PAGES YOU VIEW, THE DATA YOU ENTER IN ONLINE FORMS AND SEARCH FIELDS WHILE USING THE ALEXA SOFTWARE, AND, WITH VERSIONS 5.0 AND HIGHER OF THE BROWSER COMPANION SOFTWARE, THE PRODUCTS YOU PURCHASE ONLINE. ALTHOUGH ALEXA DOES NOT ATTEMPT TO ANALYZE WEB USAGE DATA TO DETERMINE THE IDENTITY OF ANY ALEXA USER, SOME INFORMATION COLLECTED BY THE SOFTWARE IS PERSONALLY IDENTIFIABLE. ALEXA AGGREGATES AND ANALYZES THE INFORMATION IT COLLECTS TO IMPROVE ITS SERVICE AND TO PREPARE REPORTS ABOUT AGGREGATE WEB USAGE AND SHOPPING HABITS.
[...]
We employ other companies and individuals to perform functions on our behalf, such as technical support services. To perform those functions, it may be necessary for them to obtain access to Alexa’s databases and servers, which may contain personally identifying information about users. They may not use such access or information for any purpose other than that for which they are retained.
Links (be careful!):
Website: http://info.alexa.com/
Product: http://download.alexa.com/alexa6/quicktour.html
Privacy: http://www.alexa.com/company/privacy.html
Removal Instructions:

Installed Software List:

You can try to uninstall products with the names listed below; for items identified by other properties or to avoid malware getting active again on uninstallation, use Spybot-S&D or RunAlyzer to locate and get rid of these entries.
  • Products that have a key or property named "Alexa Toolbar".

Files:

Please use Windows Explorer or another file manager of your choice to locate and delete these files.
  • The file at "<$WINDIR>\alexaie.dll".
  • The file at "<$WINDIR>\alxie328.dll".
  • The file at "<$WINDIR>\alxtb1.dll".
  • The file at "<$SYSDIR>\AlxIE328.dll".
  • The file at "<$SYSDIR>\AlxBW328.dll".
  • The file at "<$SYSDIR>\AlxBP328.dll".
  • The file at "<$WINDIR>\Inf\alexa6.inf".
  • The file at "<$WINDIR>\Web\alexa.htm".
  • The file at "<$SYSDIR>\AlxTB1.dll".
Make sure you set your file manager to display hidden and system files. If Alexa uses rootkit technologies, use our RootAlyzer or our Total Commander anti-rootkit plugins.
You will have to use a global search for files without a name specified. Be extra careful, because just the name might not be enough to identify files!

Folders:

Please use Windows Explorer or another file manager of your choice to locate and delete these folders.
  • The directory at "<$PROGRAMFILES>\Alexa Toolbar".
Make sure you set your file manager to display hidden and system files. If Alexa uses rootkit technologies, use our RootAlyzer or our Total Commander anti-rootkit plugins.
You will have to use a global search for files without a name specified. Be extra careful, because just the name might not be enough to identify folders!

Registry:

You can use regedit.exe (included in Windows) to locate and delete these registry entries.
  • Delete the registry key "{F1FABE79-25FC-46de-8C5A-2C6DB9D64333}" at "HKEY_CLASSES_ROOT\CLSID\".
  • Delete the registry key "{3E60160F-0ED6-4DCC-B6B6-850CDE4FD217}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{0BBB0424-E98E-4405-9A94-481854765C80}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{0F3332B5-BC98-48AF-9FAC-05FEC94EBE73}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{A69107CC-BEC8-4A34-B474-211B0F46A764}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{FA77AD79-09CF-41FB-B171-CC856F9E737F}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{B7B84995-8B92-46BF-94AA-FA2F3DD23B84}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "Alexa Toolbar" at "HKEY_LOCAL_MACHINE\SOFTWARE\".
  • Delete the registry key "{547AB549-4DD8-4ea0-B070-F6EA062148FF}" at "HKEY_CLASSES_ROOT\TypeLib\".
  • A key in HKEY_CLASSES_ROOT\ named "Popup.PopupKiller", plus associated values.
  • A key in HKEY_CLASSES_ROOT\ named "AlxTB.BHO", plus associated values.
  • A key in HKEY_CLASSES_ROOT\ named "AlxBW.BblWnd", plus associated values.
  • A key in HKEY_CLASSES_ROOT\ named "BHOAlexa.BHOAlexa", plus associated values.
  • A key in HKEY_CLASSES_ROOT\ named "AlxBP3.BrowserProxy", plus associated values.
  • A key in HKEY_CLASSES_ROOT\ named "AlxBW.BrowserWnd", plus associated values.
  • A key in HKEY_CLASSES_ROOT\ named "AlxBW.BblHTML", plus associated values.
  • A key in HKEY_CLASSES_ROOT\ named "PopMenu.Menu", plus associated values.
  • Delete the registry key "Alexa Internet" at "HKEY_LOCAL_MACHINE\Software\".
  • References to the file "AlxIE" at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\SharedDlls\.
  • References to the file "AlxBW" at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\SharedDlls\.
  • References to the file "AlxBP" at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\SharedDlls\.
  • References to the file "alexa.htm" at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\SharedDlls\.
  • References to the file "AlxIE" at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\ModuleUsage\.
  • References to the file "AlxBW" at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\ModuleUsage\.
  • References to the file "AlxBP" at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\ModuleUsage\.
  • References to the file "alexa.htm" at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\ModuleUsage\.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IAlexaBar" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IAlxWebBrowser2" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IAlxXMLDOMDocument" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IAlexaWindow" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IBrowserProxy" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IBrowserWnd" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IBblHTML" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IBblWnd" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IBubbles" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IBHOAlexa" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "INavWnd" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "INSEventSink" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "INSHost" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Interfaces\ that has "IXMLOnReadyStateChange" as its default value data.
  • A key with a likely random name in HKEY_CLASSES_ROOT\Typelibs\ that has "AlxIE 1.0 Type Library" as its default value data.
  • Delete the registry key "{6AF9BC61-3CC5-42A7-82D1-FFC2562A7289}" at "HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Browser Helper Objects\".
  • Delete the registry key "{D1F6ABEF-B889-11D2-8E3C-DCCA155F9A71}" at "HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\explorer\Browser Helper Objects\".
  • Delete the registry key "{19C33034-3878-4beb-B843-62C2761AFF96}" at "HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Common\Research\Sources\".
  • Delete the registry key "{27D784D7-9217-4227-B43B-E06E4781E0CB}" at "HKEY_CLASSES_ROOT\CLSID\".
  • Delete the registry key "{69A72A8A-84ED-4a75-8CE7-263DBEF3E5D3}" at "HKEY_CLASSES_ROOT\CLSID\".
  • Delete the registry key "{EA20F195-32DA-4bd6-B348-FD01FC7D3D5A}" at "HKEY_CLASSES_ROOT\CLSID\".
  • Delete the registry key "{04D79E9F-09A9-4AED-9FC2-6E63A3BCA51E}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{0B32BCCD-4D64-48EB-8EC3-9BA0807D1349}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{3F41980D-B681-488E-9757-0C9744F9C3CE}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{49160F0D-6BE2-4F5F-BCDB-9256DA3BB120}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{5A9961FD-B0A6-4065-9552-EBFC199683A3}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{6912BEB3-E20C-4953-8C8E-E91B12B55BFC}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{738CB0ED-54A7-4061-AE2E-40EFD9B1EEF6}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{9AF74448-EBD1-484C-8B06-35E597C0B54C}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{9BAB764B-E4F3-4C7B-99AD-CDF636BBE3A8}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{A6A08CBD-6673-41B1-B997-3F83A25B45B0}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{ABF7C4D4-53EF-4C15-8951-D22F63C98E9F}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{AC2A5E17-05ED-4E62-86E5-84779E8F0BCA}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{B71C7D9A-DA43-4E8B-BB9B-1684AC2AF324}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{B79D9232-A798-43DB-9E61-281D550460E4}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{DC21CEDE-3B81-43D7-B816-DAEFA7B4901F}" at "HKEY_CLASSES_ROOT\Interface\".
  • Delete the registry key "{EACAA5CE-99B3-470E-9629-8F9EF4C4B637}" at "HKEY_CLASSES_ROOT\TypeLib\".
  • Delete the registry value "{4D5C8C2A-D075-11D0-B416-00C04FB90376}" at "HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Toolbar\WebBrowser\".
  • Delete the registry value "{3CEFF6CD-6F08-4e4d-BCCD-FF7415288C3B}" at "HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet Explorer\Toolbar\".
If Alexa uses rootkit technologies, use our RegAlyzer, RootAlyzer or our Total Commander anti-rootkit plugins.

There are more registry entries that cannot be safely described in simple words. Please use Spybot-S&D to remove them.

Browser:

The following browser plugins or items can either be removed directly in your browser, or through the help of e.g. Spybot-S&D or RunAlyzer.
  • Look for Internet Explorer extensions named "Alexa".
  • Look for ActiveX software installed from "download.alexa.com".

Final Words:

If neither Spybot-S&D nor self help did resolve the issue or you would prefer one on one help,
  1. Please read these instructions before requesting assistance,
  2. Then start your own thread in the Malware Removal Forum where a volunteer analyst will advise you as soon as available.