I was having a problem getting a Yoast sitemap generated, and when I finally did, it generated 3 sitemaps, and when you click on one of them it goes to another sitemap. One for Posts, one for pages and one for attachments.
Is this right for sitemaps?
http://www.singleinstilettos.com/sitemap_index.xml
Also, shouldn't it be named sitemap.xml, not sitemap_index.xml