I installed it, enabled it, and added an API key.
I tried to follow the first example here (hint: copying and pasting is quite difficult when the text is an image): http://www.matusz.ch/blog/projekte/xml-google-maps-wordpress-plugin-en/samples/n1/
I added the following to a page since I couldn't copy/paste the example:
<a href="http://maps.google.com/?ll=33.753942,-84.391125&spn=0.003992,0.008245&z=18">Map [maptype=G_SATELLITE_TYPE;panzoomcontrol=large;overviewmapcontrol=hide;scalecontrol=hide;maptypecontrol=show;align=left]</a>
But the plugin isn't intercepting it. It's just getting displayed as a link.