Taking the time to generate and submit an XML sitemap to the major search engines is important because you are essentially telling the search engines: "here are all of the pages my website conatins". An XML sitemap makes it easy for Google, Yahoo, Bing, and Ask to find all of the pages on your website - without the sitemap you must rely on the search engines finding and spidering your pages on their own.
This article will explain how to generate an XML sitemap and how to submit an XML sitemap to the four most popular search engines: Google, Yahoo, Bing, and Ask.