If you get the following message in your web browser;
This XML file does not appear to have any style information associated with it. The document tree is shown below.
You can ignore this completely. It doesn't mean anything important and can be safely ignored. For the technical description of what it means, see below.
Every sitemap file created by Sitemap Automator is called an XML Sitemap file. XML is a way of marking up a file to give the text meaning. For example, you can include a URL in a text file and surround it by the XML tags <url> and </url>. This would give an application instructions on how to handle the text (ie treat it as a URL).
An advanced feature of an XML file is to give styling information. This means that the XML document can be displayed to you in your web browser with fancy font styling to make it look nice. Since an XML sitemap file is for search engines only it doesn't need any kind of styling. When you go to view the sitemap in your browser your browser is just telling you that there is no styling information so it is displaying the XML file as is.
So as you can see, there is nothing to worry about.