In xNormal, just load up the low poly mesh into the Low definition mesh menu, the high poly to the High definition menu, then go to Baking options and save the output file, which will be the actual normal map file, somewhere in the format you like (I use tga usually), define the size, edge padding, antia-alizing etc. and then just click Generate Maps on the lower right corner. If you get a lot of artifacts, try adjusting the low mesh's maximum frontal and rear ray distances.
Also, I've sometimes got a lot of "holes" in my normal map for no apparent reason (this happened in older xNormal versions) and I had to load multiple hi-poly meshes in different levels of subdivision into the high definition menu and then the holes disappeared.
Hopefully this helps.