Congratulations on getting your Egg hooked up to the internet! Which documentation are you referring to (so that I can fix it)?
SO2, O3, and NO2 are all reported in parts per billion (PPB). CO is reported in parts per million (PPM). Particulate is reported in micrograms per cubic meter (ug/m^3).
What gets reported over MQTT is actually a JSON formatted message that includes the units explicitly in a field called "converted-units".
Your Egg appears to be reporting data to OpenSensors (and by proxy Xively) normally at present. Here is your Xively feed: https://personal.xively.com/feeds/949786591.