Hi Oleg, Tim,
Maybe I know why now.
The website that I tried to index is under contruction and 'not open for business' yet.
For that reason, I have my robots.txt to Disallow all spiders.
After I changed that, Sitemap Generator did its job correctly.
Still it seems a bit strange to me that the Generator crashed on the Disallow * in robots.txt...
Tim, I hope that this answers your question, too.