This error means that your sitemap contains URLs which are not alllowed in your sitemap. A proper Google Sitemap generate will only include URLs allowed URLs, but it is possible that you upload the Sitemap file to an incorrect location. A sitemap file can only include URLs for files on same domain and the same or deeper directories. Here's an example:

Your sitemap file is saved at http://www.example.com/hero/sitemap.xml

These URLs are all allowed:

• http://www.example.com/hero/
• http://www.example.com/hero/contact.html
• http://www.example.com/hero/test/index.html
• http://www.example.com/hero/info/about/guestbook

The following URLs are not allowed:

• http://www.example.com/ (Higher directory level than your sitemap)
• http://www.example.com/hero (Higher directory level, missing trailing slash so the URL is treated like a file)
• http://www.example.com/marcel/ (Higher directory level than your sitemap)
• http://www.hero.com (Not the same domain)
• http://example.com/hero/ (Not the same domain)

By moving your sitemap file to http://www.example.com/sitemap.xml you could include the 3 first denied URLs in the above listing. In this case you could include the following URLs:

• http://www.example.com/hero
• http://www.example.com/
• http://www.example.com/marcel/
• http://www.example.com/marcel/my-wedding.html