Many search engine require some form of sitemap to ensure all of your pages are indexed properly.
Here’s how you create a sitemap, specifically the xml type
1) Goto Free XML Sitemap Generator
2) Fill in the form and click the start button
3) Wait a little while, until it completes
4) You can now download the sitemap in many file formats, you want XML (NOT the compressed type)
5) Save the file to your computer
6) Transfer the file to location of your website and upload
7) You should now be able to access the file using via your domain name.
Something like http://www.yourdomain.com/sitemap.xml
This is the link you should use when submiting your website to the search engines.