1. Go to http://www.alexa.com/siteowners
2. Click on the "Claim your site" link
3. Enter your blog URL and click the "Claim your site" button.
4. You will be presented with two verification methods. Use the second one.
5. Copy the meta tag shown in option 2 , which looks something like below tag

< meta name=alexaVerifyID content=ahsgs_kjagsmhgdsjgsdfh  />

6. Leave the verification page open.
7. Now open your website main page and add alexa tag in Head section.
8. Now come back to alexa and click on verify.