Plugin appears to be using the wrong TZ for reporting. If I look a the raw files e.g. sitemap.xml they have the proper timestamp. Server has the right time. Double checked in Settings > Timezone for my WordPress server, and it has the proper timezone set.
However if I go to Settings > XML-Sitemap Generator, it reports 5 hours ahead.
"Your sitemap was last built on April 11, 2010 10:49 pm" when the timestamp on the file is 5:49pm.
When I installed WordPress I did not immediately change the timezone. I don't know if this caused any lingering problems. I did change the TZ yesterday, prior to installing this plugin (installed today). Some other plugins are working, and some are not. I am assuming it is the timezone handling of the plugin and not my WordPress install, but that is just a guess.