If you have your WordPress installation folder is different from the homepage
you need to edit the line
$dummy = ( defined('WP_SITEURL') ) ? WP_SITEURL : get_bloginfo('url');
to
$dummy = ( defined('WP_SITEURL') ) ? WP_SITEURL : get_bloginfo('wpurl');
I had the same problem and that fixed it.
The URL generated from the plugin were missing the installation folder
E.g.:
mysite.com/gpx/example.gpx -> mysite.com/wordpress/gpx/example.gpx