I've started using the plugin with 3.1 (apparently, this is not version-related, though) and found a small improvement.
When titles contain an HTML tag (like <b></b>), the generated sitemap-news.xml is not acceptable by Google.
It suggest the following change to the feed-sitemap-news.php file.
on line #64 with
It works on my own blog. You can check a sample output of the modified plugin in http://ylovephoto.com/fr/sitemap-news.xml
Apart from that, the plugin started working quite soon. I would have prefered to see a more prominent information about removing the old XML files and a more obvious information of where the generated files go (a chapter in the FAQ would be welcome). Good plugin. Thanks.