Have you validated your XML against the schema given here: http://www.sitemaps.org/schemas/sitemap/0.9/sitemap.xsd

If yes, what was the result?

If not, what is the URL of your sitemap?

If you don't know how to validate the XML against the schema, use http://www.xmlvalidation.com/

Paste the sitemap-XML there, click on "Validate against external XML schema" and paste the schema after clicking the Validate-button.

This will tell you what's wrong with your XML. If you don't know how to interpret the result, please amend your original question accordingly.

Edit: The error was a missing namesapce-URL in the schemaLocation. The first tag has to look like this:

<urlset xmlns="http://www.sitemaps.org/schemas/sitemap/0.9"
 xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
 xsi:schemaLocation="http://www.sitemaps.org/schemas/sitemap/0.9 http://www.sitemaps.org/schemas/sitemap/0.9/sitemap.xsd">