that most likely means that your server limits maximum execution time for the scripts and it is not enough to complete generation.
There are the following options in this case:
- increase max_execution_time setting in php.ini file at your server and restart apache
- execute sitemap generator from command line (if you have ssh access to your server)
- use "Save state" option at Sitemap Generator configuration page and execute the crawler multiple times with "Resume generation" enabled until full sitemap is created
- limit the number of pages to index in Sitemap Generator configuration