If a company has sold 510k games how do you determine how many are sold to consumers?  You have the game i'm talking about listed at .24mil.  They also expect to sell between 550k-600k by march in total.

Sold to consumer is calculated by polling the retailers on what they have sold. Since all their transactions go over the till they are fairly relaible.

If a company has sold 500,000 units to retailers and 250,000 to consumers that means that it has sold at (roughly) 50% of the shipments ... In order to sell 550,000 to 600,000 units they would need to sell more than double as many units to consumers.

Is this normal that a game would have twice as many sold to retail as sold to consumer?

Possibly ...

One of the main jobs of the marketing teams of major publishers is to encourage retailers to buy a game because it will be the 'next big thing' ... A publisher like Sony has a history for being right because of their success with the PS2 so when they tell a retailer that they expect 500,000 sales in the first 2 weeks for Heavenly Sword retailers are likely to believe them; over time if they do this too much for too many games they devalue their reputation to the level where retailers order far less than they advise (which can choke a game sales due to lack of availability).

Also realize that this website is way more accurate in terms of hardware tracking then software tracking, so it is possible that this site is low. However, HappySqurriel gave a really good example that is probably the real situation.