A Sitemap is a very important page of every Blog, whose function is to inform the Search Engines about all the URLs on a website that are available for crawling. A Sitemap is an XML file that shows all the URLs for a site and is updated every time you create a new article. This allows search engines to spider the site more intelligently and better. To create a Sitemap for your Wordpress Blog, you will need the XML Sitemap Generator for WordPress.
You can download it here. This Wordpress plugin will create a compliant sitemap in the format supported by most Search Engines, including the most popular ones, Google, Yahoo and Bing. Like I said above, Sitemaps are very useful because they give valuable information to the search engines.