I got the same problem, my forum is at the root of the site. Default setting in vbseo, sitemap generates perfectly. only it is not there.
chmod 777 data and all sub dirs and files.
settings in admincp site url is
www.console-forums.net
there is a sitemap1.xml.gz in de data dir, but the isn?t any sitemap_index.xml.
my .htaccess look like this
RewriteEngine On
RewriteRule ^((urllist|sitemap).*\.(xml|txt)(\.gz)?)$ vbseo_sitemap/vbseo_getsitemap.php?sitemap=$1 [L]
i don?t know what i could done wrong