Just following up mc12345678 about adding spaces to stop the menu going all over. That worked for me.
I edited sitemapxml_install.php on roughly line 56 like this:
'SITEMAPXML_PLUGINS' => array(CFGTITLE_SITEMAPXML_PLUGINS, 'sitemapxml_categories.php; sitemapxml_mainpage.php; sitemapxml_manufacturers.php; sitemapxml_products.php; sitemapxml_products_reviews.php; sitemapxml_testimonials.php', CFGDESC_SITEMAPXML_PLUGINS, 15, null, 'zen_cfg_read_only('),
And the menu formatted correctly.
I have another problem though. When you go to Tools > Sitemap XML all I get is a button saying 'Upgrade SitemapXML SQL'. When I click it, it upgrades Sitemap XML even though it was a fresh install. But after upgrading, the button remains. I've tried commenting the button out of admin/sitemapxml.php but that doesn't work and leaves a blank screen. Any ideas?