Hi veggiesdontbite,
First please confirm the basics, in the plugin settings go to 'XML Sitemaps' and check the setting at the top "Check this box to enable XML sitemap functionality." has a tick in the box next to it.
Then you should see the "You can find your XML Sitemap here:" button. Click this and it should take to you the sitemap_index.xml
You should also be able to see your site maps at the following by replacing 'www.yourdomain.com' with your doamin :
http://www.yourdomain.com/sitemap_index.xml
http://www.yourdomain.com/page-sitemap.xml
If that is still reporting a 404 let me know.
All the best
Ramps