Shirster, I had the same problem. Uninstall and then re-insert the SQL statements through phpMyAdmin. It went through for me fine and it works - except I get this error when I generate the XML files:
ERROR: Google Category Sitemap Generation FAILED!
The files seem to work okay - though I don't know if it is only writing some of them. And, I don't know if that error is connected to your problem - but try inserting through phpMyAdmin and see how it works for you.