jef3000 on "[Plugin: WordPress SEO by Yoast] Sitemap error"

WordPress version: latest
WordPress SEO version: latest

I did this: Enabled the Yoast SEO plugin + sitemap, nothing fancy.

I expected the plugin to do this: Generate a sitemap for me

Instead it did this:

It generates 3 sitemaps at: http://gamesnack.be/sitemap_index.xml
No problem with sitemap 1 and 3, but the second one displays an error:
"This XML file does not appear to have any style information associated with it. The document tree is shown below."

Any suggestions?

http://wordpress.org/extend/plugins/wordpress-seo/