Well, it's Alexa so it's unlikely to be desirable.
EDIT: From the Alexa Toolbar privacy policy(
http://www.alexa.com/site/help/privacy?p=T...tpage_W_t_40_B1)... and I've only read the first three paragraphs so far:
ALEXA'S TOOLBAR SERVICE COLLECTS AND STORES INFORMATION ABOUT THE WEB PAGES YOU VIEW, THE DATA YOU ENTER IN ONLINE FORMS AND SEARCH FIELDS, AND, WITH VERSIONS 5.0 AND HIGHER, THE PRODUCTS YOU PURCHASE ONLINE WHILE USING THE TOOLBAR SERVICE. ALTHOUGH ALEXA DOES NOT ATTEMPT TO ANALYZE WEB USAGE DATA TO DETERMINE THE IDENTITY OF ANY ALEXA USER, SOME INFORMATION COLLECTED BY THE TOOLBAR SERVICE 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.
IN ADDITION, WHEN YOU PERFORM SEARCHES USING THE SEARCH FUNCTION AVAILABLE ON ALEXA'S TOOLBAR SERVICE SOFTWARE VERSION 6.5 AND HIGHER OR ON THE ALEXA WEBSITE, YOU OFTEN WILL BE TAKEN TO A WEBSITE DETAIL PAGE AT AMAZON.COM. IF YOU HAVE AN ACCOUNT ON AMAZON.COM AND AN AMAZON.COM COOKIE ENABLED, YOUR SEARCH RESULTS WILL BE TRANSMITTED TO AND LOGGED BY AMAZON.COM AND MAY BE CORRELATED BY AMAZON.COM WITH ANY PERSONALLY IDENTIFIABLE INFORMATION YOU MAY HAVE PREVIOUSLY PROVIDED TO AMAZON.COM.
(sorry about the all caps (copy/paste, no easy way to remove without going via Word), but Alexa wouldn't want to make that stuff too easy to read would they...
EDIT2: I've just read further down and euch, I personaly really would definately not want this on my system.