On Google webmasters tool you can specify the name and location of your xml sitemaps. It also shows you how many links are indexed by google on the sitemaps you use. I believe Yahoo has a similar feature.
@antonrsa is correct, you just point webmaster tools sitemap location to bp-sitemap.xml which is the parent for all the child maps.
Sitemap: http://etivite.com/bp-sitemap.xml Change
Go to URL See sitemap
Format Submitted URLs Submitted Downloaded
Index
1,465
981 URLs in web index
Aug 27, 2010
Resubmit
Aug 27, 2010
Sitemap errors and warnings
Line Status Details
No errors or warnings found.
Sitemap Status Type Downloaded URLs submitted URLs in web index
bp-sitemap-activity.xml.gz
OK Sitemap Aug 27, 2010 445 309
bp-sitemap-groups-f.xml.gz
OK Sitemap Aug 27, 2010 1 1
bp-sitemap-groups.xml.gz
OK Sitemap Aug 27, 2010 12 11
bp-sitemap-members-a.xml.gz
OK Sitemap Aug 27, 2010 702 416
bp-sitemap-members-f.xml.gz
OK Sitemap Aug 25, 2010 8 7
bp-sitemap-members-g.xml.gz
OK Sitemap Aug 26, 2010 62 44
bp-sitemap-members-x.xml.gz
OK Sitemap Aug 26, 2010 117 93
bp-sitemap-members.xml.gz
OK Sitemap Aug 27, 2010 118 100