Create an archive.php page or a sitemap.php page template.
Put this in the header:
<?php
/*
Template Name: Site Map [You can name it what you want here.]
*/
?>
Then put this in the body:
<?php $archive_query = new WP_Query('showposts=1000');
while ($archive_query->have_posts()) : $archive_query->the_post(); ?>
<li><a href="<?php the_permalink() ?>" rel="bookmark" title="Permanent Link to <?php the_title(); ?>"><?php the_title(); ?></a> (<?php comments_number('0', '1', '%'); ?>)</li>
<?php endwhile; ?>
See where it says showposts=1000? Bump that number up high enough to cover all your posts and that should work. But if you have a lot of posts, say over 1,000, page loading time will suffer.
HTH.
