Hello Torten, probably you have a bugged system plugin installed that breaks the XML Joomla output affecting the XML sitemap feed too.
Try to have a look at the list of known bugged plugins at this URL:
http://storejextensions.org/faq/xml-sitemap-results-not-well-formatted.html
If you can identify the cause, contact me at
This e-mail address is being protected from spam bots, you need JavaScript enabled to view it
providing a Super User account so that i can debug your Joomla website.
Thanks and regards
John
