In sitemap-core.php, line 837 looks like this:
$root = str_replace( $_SERVER["PHP_SELF"], '', $_SERVER["SCRIPT_FILENAME"] );
I’m not sure if it is an issue caused by the Win environment, but the variable $root had a value of “http://mysite.com/\index.php”. I changed the line to this:
$root = str_replace( '\index.php', '', $_SERVER["SCRIPT_FILENAME"] );
I don’t claim to be a PHP developer, and this probably isn’t an ideal solution. Oh well, it took care of the problem for me.