I am trying the trial version so far, I'm probably missing something obvious but I can't find a solution to these 2 issues:

- where do I go to exclude certain file extensions from being crawled, for example I want to exclude all .jpg ?

- My site has approximately 20.000 links, I thought sitemap generator would put them all into 1 xml file, instead it created a lot of small sitemaps counting around 100 links each (Iwas using easy mode) even though it is set at a max of 25.000 urls before splitting.
What am I missing?

Any help would be greatly appreciated.

You are in "Easy mode" which hides 99% of all options:
http://www.microsystools.com/products/sitemap-generator/help/easy-sitemap-generator-mode/

You can read about "output filters" here:
http://www.microsystools.com/products/sitemap-generator/help/website-crawler-output-filters/

And about analysis/crawl filters here:
http://www.microsystools.com/products/sitemap-generator/help/website-crawler-scanner-filters/

Concerning 100 links. That is default for HTML sitemaps:
http://www.microsystools.com/products/sitemap-generator/help/create-html-sitemaps-tutorial/
http://www.microsystools.com/products/sitemap-generator/help/generate-website-html-sitemap/

25000 is default for XML sitemaps:
http://www.microsystools.com/products/sitemap-generator/help/xml-sitemap-generator-tutorial/
http://www.microsystools.com/products/sitemap-generator/help/xml-sitemaps-page-limit/


Anyways, it sounds like you are running in "Easy mode" and used on of the presets at some point. That explains most of the trouble you have had!

(e.g. A1SG would never include .jpg URLs in output unless some options been modified, e.g. through presets)

If you continue to have problems, please drop an email with your project file, and I will take a look

Thank you for explaining, it's much appreciated.
I will read the links you provided and try again using advanced mode.
Will let you know the outcome. 

Great Otherwise, make sure to email your project file if you encounter any problems