There is no doubt that lack of vitamin D3 is an important factor in developing MS. So, if you live somewhere that doesn't get a lot of sun (like the UK!) and you don't have MS, it's a good idea to take a supplement. There are some recommendations on-line about supplements for kids (the vitamindcouncil recommends: 1,000iu a day for babies, 1,000iu per 25lbs of body weight for kids, 5,000iu for teenagers and adults).
Many MSers are vitamin D3 deficient. (It is definitely worthwhile getting a blood test done - most GPs do not routinely test vitamin D3 levels.) This has led to studies of the effects of D3 on people who already MS.
The evidence is not as overwheming as the evidence linking D3 to the development of MS, but it is still pretty compelling and suggests D3 supplementation reduces the number of relapses that RRMSers have. This is why more and more neuros and MS nurses are recommending that MSers take a hefty supplement (5,000iu a day is the norm I think).
You can buy it quite cheaply on-line. I buy Healthy Origins 5,000iu capsules from amazon. It's about £12 for 360 capsules (nearly a year's worth). Shop about though - different places have different offers although the high street shops tend to be very expensive.
Incidentally, D3 has been implicated in several conditions and auto-immune diseases in general. So even if you don't have MS, it's a sensible thing to take. Also, don't worry about the dose being so high - the body produces much more in only a short time in the sun.