I haven't tried it myself but here:
http://www.web-site-map.com
I use XML-site apps.com
It cost $20 or so one off payment, then you can host on your server, it creates site map and pings google, notifies you of dead links and so on. It's very good.
Tried saving it in quotes - like this:
"Sitemap.xml"
On windows, quotes overwrite the default file extension.