Wurtzite GaN:Mn films on sapphire substrates were successfully grown by use of the molecular beam epitaxy (MBE) system. The film has an extremely high Curie temperature of around 940 K, although the Mn concentration is only about 3 ~ 5 %. Magnetization measurements were carried out in magnetic fields parallel to the film surface up to 7 T. The magnetization process shows the coexistence of ferromagnetic and paramagnetic contributions at low temperatures, while the typical ferromagnetic magnetization process is mainly observed at high temperatures because of the decrease of the paramagnetic contributions. The observed transport characteristics show a close relation between the magnetism and the impurity conduction. The double exchange mechanism of the Mn-impurity band is one of the possible models for the high-TC ferromagnetism in GaN:Mn.