The site map generated automagically in Zen Cart is not the same as the Google site map, which is something that gets uploaded to Google.

Zen Cart's site map is controlled, as usual, in the admin -- mostly. Go to...
admin/Configuration/Define Page Status and down at the bottom, where it says Define Page 2 (and 3 and 4) set to 3 anything you don't want appearing in the site map.

If you want one or more of them in the site map, but want a real title instead of Page 2, edit the defines in file includes/languages/english.php around line 144 or so.

Rob