Site map creation

Hi
I have problem in making site map of my site.
I have used free tool for sitemap creation they creat site map but when i opened that url with xml i found the error of 404..
I have not much idea about it please guide how i can create the site map. proper procedure. and also which type of error in a site creates problem in making site map.
Thanks in advance for your advice.

Try this:

what's your website platform? some CMS like Wordpress has a useful xml sitemap creator plugin, search for google sitemap plugin for wordpress