Sitemap generation does not work

Hello,
have just installed WP 2.9.2 and want use google sitemap generator from Arne Brachhold 3.2.2 but I get always the same error message

“There was a problem writing your sitemap file. Make sure the file exists and is writable.”

Now, I’ve tried everything changing permission in the root directory, installing empty notepad file as xml, reinstalling plugIn, even have tried to change database permission, nothing works the message is still the same.
There are no others plugins beside the sitemap generator, therfore can it not be that some plugin causes the problem.
Also after debugging, nothing goes on.

Has someone any idea what to do more?
Thanks in advance
Werner