Hi Mark,
these warning messages appear because you have an older version of PHP than is recommended in
generator documentation.
However, the script
still works.
1. To solve the problem with only a small part of your site included in sitemap, you should enter FULL address as a "Starting URL:", in your case [ External links are visible to logged in users only ] instead of [ External links are visible to logged in users only ]. (some of your links point to "www." address and are not followed since reside on
another domain)
2. It seems like your sitemap is not stored because you didn't created sitemap.xml file as required. You should
create this file and then set write permissions to it (0666).
Everything should work fine after that!
(although the warnings will be shown
)