It's working fine for me.
Using WP 3.4.2 and SEO version 184.108.40.206. Albeit it the tag sitemap shows last modified in 1970!, but Google & bing pick-it up fine.
Sounds like a possible conflict with another plugin, or incorrect settings in SEO dashboard ?
Stickypods general sitemap seems to work ok - http://www.stickypod.com/sitemap.xml, as do some of dumplingsphotography - http://www.dumplingsphotography.com/post_tag-sitemap.xml & http://www.dumplingsphotography.com/page-sitemap.xml & http://www.dumplingsphotography.com/category-sitemap.xml.
marndou11 your sitemap seems to be live - http://www.wildsons.fr/sitemap.xml
For your interest I also use a secondary sitemap generator, so it may be worth trying this one as well - http://www.arnebrachhold.de/projects/wordpress-plugins/google-xml-sitemaps-generator/
Don't forget you can resubmit your sitemaps through webmaster tools on Bing and Google. You get a tick to show when it is accepted and live in the webmaster tools section. If the full url link to your site-map is incorrect it will show an error. You can submit more than one site map to Google & Bing
Liyak - you also have your server open to public view, you need to change your server settings to lock your directories down. Some nice images and large file sizes -I picked a random one from your database (1,477,630 bytes)Locking down will help prevent the birthday cakes mum from getting free pictures from you ;-)
Hope some of this info might be useful