WW, to answer your concerns:
I'm a bit nervous about taking that amount of vit d, I take max 1,000 IU, and I'm even a bit worried about that. How do you monitor the level in your body?
Vitamin D has been in the news here LOTS this summer. An item on National Public Radio (NPR) on June 22, summed it up in understandable language: researchers now think people need much more D than previously thought. The US government will review the recommended amount in the next year or two. The expectation is that 4000 IU will be the new standard; the Cooper Institute in Dallas is already recommending that amount.
You would have to swallow a hundred of your capsules per day before you got into trouble with toxicity!
Read the forums here on Vitamin D (and Mega D; also in the insulin general discussion, I repeated a couple GOOD links).
A physician can order a blood test (25-hydroxyvitaminD) to monitor levels; here it costs $68.75, not a bad cost even if the patient pays it completely without insurance.