[Updated 9 May 2014 in line with Scrutiny v5]
1. First you need to crawl your site. At the Sites screen, press 'New' and type your starting url. Press 'Next' to see the default settings, press 'Next' again to accept those settings. Press 'Go' beside 'Sitemap'.
2. When that's finished, the Sitemap screen will open. Check that this list contains your pages as you expect. See the manual for more information about how to exclude pages or why some might not be appearing
3. 'Change frequency' indicates to Google how often you feel that you update your pages. This doesn't oblige them to crawl your site any more or less regularly. If you generally update your pages more regularly or less regularly than weekly, you might like to change the default setting and press 'Update all'.
4. The 'Priority' you give your pages is a measure of how important you think each of your pages. Priority must be a value beetween 0.0 and 1.0. I suggest that you mark your home page as 1.0, one important page as 0.9, slightly less important pages as 0.5 and then decreasing from there. If you choose the 'Automatic' setting, Scrutiny will mark your starting url as 1.0 and then calculate the others based on the number of clicks from the home page, and use a logarithmic scale. ie one click from first page = 0.5, two = 0.3, three = 0.2 with all other pages = 0.2
4. For more specific control, you can set up some 'rules' to specify priority and update frequency for certain pages or sections of your site. You don't need to enter a full url - like the black and white lists on the front settings screen, you only need to enter a partial url. This way it is possible to specify a particular url or a section of the site, eg "/engineering/"
5. When you're ready, go to Export > XML and choose where you save the sitemap file.
6. See the search engine's own help for details of how to submit your sitemap.