I looked at those settings

but without doing a lot of reading and head banging, don't know which ones to select.

The site is PHP/SQL-based, and contains just photos. Each page has an unfriendly URL by default but I have option to change it to a friendly URL, which I have done. I want the friendly URLs to be in the sitemap, so search engines can list photo title.
Here's a sample of URLs waiting to be replaced by friendly URLs and one that has been found and replaced:
<url>
<loc>http://stockbite.uk/photo/933/photo-details.html</loc>
<changefreq>monthly</changefreq>
<priority>0.1</priority>
</url>
<url>
<loc>http://stockbite.uk/photo/934/City-Hall-headquarters-of-the-Greater-London-Assembly-GLA-Southwark.html</loc>
<changefreq>monthly</changefreq>
<priority>0.1</priority>
</url>
<url>
<loc>http://stockbite.uk/photo/934/photo-details.html</loc>
<changefreq>monthly</changefreq>
<priority>0.1</priority>
</url>
Thanks.