Alexa has a list that's called upstream sites ("Which sites did people visit immediately before this site?"). Does anybody know how remove a site from this list?
Simple answer. You can't.
Alexa gets it's information from just two primary sources; the toolbar, and the web bug. The Alexa web bug is for those sites that opt-in to Alexa metrics, while the toolbar is for those individuals that opt-in to having their browsing habits being tracked within the browser.
Alexa's website metrics is not a popular option as compared to other website performance sites, however, for some odd reason, Alexa has gained a fair foot print in the toolbar world by being the first and most popular. It is this data that Alexa relies upon most to create the page you are referring to.
The Alexa data is, by and large, garbage and should be ignored. It is a self-selective sample base and therefore a biased sample base making it useless in the statistical analysis realm. It is impossible to extrapolate meaningful or accurate metrics from a biased sample base.
There is nothing you can do to interrupt the relationship and effect the data collection process between Alexa and it's users.
The only effect you do have is to encourage a user base of your own to install the Alexa toolbar which is not something I would ever recommend.
The simplist and only thing you can do is to ignore Alexa and wait. The list/metrics will change within a period of time depending upon the amount of Alexa toolbar users that visit your site.