I would not shoot the man unless he was armed with the means to kill millions on the spot and was about to start killing. If he was a madman with a nuclear bomb rigged to go off unless he died, yeah, I'd shoot him. If, however, the deaths of millions are not in any way his fault, I would never harm him in any way.
This problem is just like the trolley problem, only on a larger scale, and my answer is the same. Every person matters. No (innocent) life is worth ending to save another, unless the owner of said life decides to sacrifice himself/herself to save someone else.
By not shooting the man, millions of innocent people might die. You are not responsible for any of it though. By shooting the man, only one innocent dies, but you are directly responsible for that death. I couldn't do it. I wouldn't do it. Because, no matter what is at stake, it is never acceptable to kill an innocent person.