I also tried the sitemap generator.
works fine on my local machine.
when I run it on my IIS hosting site this doesn't work (need to figure this out)
however, I copied the sitemap from my test site to a real sitemap.xml file
when google parsed it, it gave errors on the date settings (wrong format) and on urlset
I also noticed that they use sitemap/0.84
this is nice for google, but not for msn
then you should use /0.9
MSN now also has the possibility to submit sitemaps via their webmaster tool