There are a variety of ways you can do a site map. While Google like you to have a site map in their site map proprietary format, you can get away with just a simple html file containing lists to all your pages (and msn and yahoo now use that format as well).

Or, use their free site map generator (link in the source section).

If this is too complicated, you can just create a simple text file (see the 2nd link in the source for details).

If you install the python script, you can schedule it to run automatically every few days in which case it would correct errors automatically (remove old links, etc) and update the last modification time of files, etc.

Yahoo and MSN, as well as Google support for Site map protocol (see source) so it's definitely a useful way to assist the search engines.

Think of it as a simple way to assist the search engines index your site.

Cheers