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Hmmm, I just listened to the keynote (it's on Major Nelson's page) and at the 7:55 mark he says:

"Today I am pleased to tell you that there are over 39 Million Xbox 360s around the world."

So that almost certainly means shipped, not sold through. 2+ Million in the distribution channels seems awfully high though, as you'd think Microsoft's shipping algorithms would be a little more accurate than that, but what do I know.