The previous record was held by Dragon Quest VII, a Playstation 2 title, which sold 3.68 million copies. Square Enix has been continuously supporting the game with new downloadable content on a weekly basis, and will continue to do so for the game's first year post-release.
Expectations are for the game to sell upwards of five million copies, according to Square Enix CEO Yoichi Wada.
Dragon Quest IX: Sentinels of the Starry Skies has not been announced for a North American release as of yet.
I think I know what might not be on ANY system anymore, if it doesn't sell significantly higher than previous entries...