I think the word you should be using is "ranked", not indexed. 'Indexed' means the SE has a copy of you page on their database. It doesn't have anything to do with how well you 'rank' on a certain keyphrase or search term.

Anyway, the most obvious course of action is to make sure Alexa knows about your website by submitting your url. If you're top on Google and yahoo for a certain phrase, it's very likely you'll also be top on Alexa... It should come naturally...