Hello,
once it worked fine before, there must be some changes in server configuration applied.
I just contacted the server administrator and this is the reply i got:
Sitemap Generator uses port 80 (http) for network connections only.
You can try to enter *other* site URL (like
www.xml-sitemaps.com) in "Initial URL" setting for sitemap generator and try to start crawling. In case if it will work correctly, the server configuration allows to connect to *external* sites via port 80, but denies the same for *local* connections.