There's no 1.000.000 in Roman number: 1.000.000 can be written with a M with an horizontal overline on it, that means x1000 (so 1000x1000). A is absolutely not the Roman number for 1.000.000! O_O
I can't find any other evidences for what you say outside the webpage you linked. I think that someone has tried to extend Roman numbers (as in that site you can choose between standard numbers only, that can't go further than 3999, or these extended numbers higher than M), but it's not something that has real scientific or historical value. I think you found a bad source that misled you! :)
its:
I=1
X=10
L=50
C=100
D=500
M=1000
Y=5000
Z=10000
F=50000
H=100000
B=500000
A= 1 000 000
Maybe its modern, something new....
Howewer, translate this page
( http://web.mef.hr/if/alati/preracun/skripte/rim_arap.htm )
then see :)