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It's because unlike Microsoft and to a lesser extent Nintendo, Sony actively supports developing regions like South America, Asia, and Eastern Europe.  This same strategy is also beginning to help the ps3.  Sony recently launched the ps3 in the Philippines, which is the first "official" launch of any console in the region.

I honestly think sales in countries like the Philippines are what account for some of that 2 million gap between our figures and Sony's shipped figures.