Fans had been jonesing for a long time for DVDs of Harrison Ford's archaeological adventures, and when the three movies were released as a boxed set last week, they whipped all competitors. ''The Adventures of Indiana Jones -- The Complete DVD Movie Collection'' is the fastest-selling catalog boxed set in DVD history, Paramount and Lucasfilm said in a statement. According to the distributors' figures, the four-disc set (containing the trilogy and a four-hour disc of bonus materials) sold 1.1 million copies in its first week -- 600,000 of them on Oct. 21, the day of release. With an average retail price of $46, that comes to about $28 million on the first day and $50 million for the week. ''Sales were so brisk during the first four days that many retailers had a hard time keeping the collection in stock over the weekend,'' said Paramount home video chief Thomas Lesinski. At this rate, to keep up with orders, he'll need a warehouse the size of the one at the end of ''Raiders of the Lost Ark.''