Thankful sold 4.5m WW according to wikipedia and there is also a source for it but it doesn't work unfortunately. But I think it isn't true because it was her first album without a big global hit (but the UK and Australia). But who knows.
Also toai said that he had read that MD sold 3m but he didn't post a source...
I'm proud to say I've bought every single one of her studio albums (though they were all as gifts to my boyfriend). I am really behind and need to get him a copy of her greatest hits, too.