They aren't giving any specific figures at the moment, but supposedly they are still on track to accomplishing just that. We all know that units shipped isn't the same as units sold, and if retailers overestimated demand they might end up with a bunch of units nobody wants. They do claim they have over 10% of the “hard-drive based” media player market at the moment, which if true would be impressive.
That said, how many Zunes are actually in the hands of people on the streets? I've yet to see one outside a store shelf. I'd like to see some figures from places other than Microsoft come next month.