@Warface
Alexa is a spyware/adware component that gets installed on most peoples system without them ever even knowing where it came from (like most spyware) It always gets installed with Gator (more crap spyware) and maybe with other things too.
Download
Ad-aware 6.0 and run on your PC (if you have one) and you'll be amazed at how much junk is running from your registry and startup. I've seen it go as high as 700+ components on some peoples systems.