The meaning of the phrase is, as LiGe already said, "millions of ransom".
The preposition "an" has a lot of functions. One of them is to combine a noun that describes some undetermined quantity with an object:
Mangel an Lebensmitteln (example mentioned in the Duden)
Überfluß an Zeit
Reichtum an Rohstoffen
These phrases are translated with "of": "lack of food" etc.
At least to some speakers the plural of "Million" (and other large powers of ten) seems to work the same way in the context of money (maybe because it can be conceived as a synonym for "Unsumme" ("vast sum"), which is definitely an undetermined quantity), so constructions like "Millionen an Steuergeldern" are quite common. I didn't manage to google a single source that deals with this specific use, so nobody cared so far, or it is really nothing special or worth investigating, or I didn't try hard (or smart;-) ) enough. But I think that it is this pattern that explains the phrase. It emphasizes the "very much" aspect of "millions", like "a vast sum of ransom".
Note that in many of these cases you could also use "von", but for a completely other reason. Seeing the sum as something you could count the "normal" case would be to use the genitive, e.g. "Millionen goldener Münzen" ("millions of golden coins"). However, if you have a genitive plural that could not be recognized as such (e.g. due to missing adjectives), you use the dative or a "von" construction. So instead of "Millionen Münzen" you would say "Millionen von Münzen". This would also apply to the plural of "Geld", and so you end up with "Millionen von Steuergeldern". However, this approach doesn't work well with "Lösegeld": in the singular form it misses the grammatical justification, so it sounds like poor grammar. And the plural form "Millionen von Lösegeldern" would introduce an ambiguity: millions could be understood as the total amount of money, but also as the number of payments.