Sitemap within Sitemap?

Hi everyone,

If you go to this website you will see this site has sitemap within site map but in my site i have direct post/tag links. http://thepakistanidrama.com/sitemap.xml how can we do it, If you check this site has .xml files within sitemap. and when you will click on any of post like http://thepakistanidrama.com/sitemap-pt-post-2013-11.xml then you will see the post in sitemap, Please replay me fast.

http://wordpress.org/plugins/google-sitemap-generator/