When opening xml_sitemap.php what you see is a Sitemap index. Sitemap index is like a sitemap of sitemaps. It lists links to actual sitemaps of different sections of your site. In order to see a Sitemap with the products listed in it, simply paste one of these links in your browser.

XML Sitemap was developed strictly according to the Sitemap Protocol, which you can check at http://sitemaps.org/protocol.php#index