My site is located under a folder (cms) in my public_html and now realized that the standart address for sitemap (www.mysite.com/sitemap.xml) dosent work.

Ok ok I know, not a bug. SS is located under a folder and nothing to do with root folder :)

Just want to remind it to the people did the same thing (sub folder) like me to create a .htaccess file or something else for that.

I'll not, cos I plan to move site to the root. I already have a topic about this move.
And if other sub folder people wants to move also just follow this topic to get answer
(not given at the moment, just wait)