I found a solution to my question, and thought that others might use the answer.

I solved the problem as follows.

The way I gave names to the different classes so I could style them using my style sheet was as follows.

 <li class = "level{@level}">

 I should also exclude level 4 but still keep level 5th This prolem I solved this way.

 <xsl:if test="@level !=4">

  <a href="{umbraco.library:NiceUrl(@id)}">
      <xsl:value-of select="@nodeName"/>
     </a>  

  </xsl:if>

My level 5 should have - in front of all links that I solved with an xsl chose as shown below

<xsl:when test="@level = 5">
  <a href="{umbraco.library:NiceUrl(@id)}">
   - <xsl:value-of select="@nodeName"/>
     </a>  
</xsl:when>

So the whole xslt code came to look like this

<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE xsl:stylesheet [ <!ENTITY nbsp "&#x00A0;"> ]>
<xsl:stylesheet
  version="1.0"
  xmlns:xsl="http://www.w3.org/1999/XSL/Transform"
  xmlns:msxml="urn:schemas-microsoft-com:xslt"
  xmlns:umbraco.library="urn:umbraco.library" xmlns:Exslt.ExsltCommon="urn:Exslt.ExsltCommon" xmlns:Exslt.ExsltDatesAndTimes="urn:Exslt.ExsltDatesAndTimes" xmlns:Exslt.ExsltMath="urn:Exslt.ExsltMath" xmlns:Exslt.ExsltRegularExpressions="urn:Exslt.ExsltRegularExpressions" xmlns:Exslt.ExsltStrings="urn:Exslt.ExsltStrings" xmlns:Exslt.ExsltSets="urn:Exslt.ExsltSets"
  exclude-result-prefixes="msxml umbraco.library Exslt.ExsltCommon Exslt.ExsltDatesAndTimes Exslt.ExsltMath Exslt.ExsltRegularExpressions Exslt.ExsltStrings Exslt.ExsltSets ">

<xsl:output method="xml" omit-xml-declaration="yes"/>

<xsl:param name="currentPage"/>

<!-- update this variable on how deep your site map should be -->
<xsl:variable name="maxLevelForSitemap" select="5"/>

<xsl:template match="/">

<div id="sitemap">
  <h1><xsl:value-of select="$currentPage/johnsen_sitemap_heading"/></h1>
<xsl:call-template name="drawNodes">  
<xsl:with-param name="parent" select="$currentPage/ancestor-or-self::* [@isDoc and @level=1]"/>  
</xsl:call-template>
</div>
</xsl:template>

<xsl:template name="drawNodes">
<xsl:param name="parent"/>
<xsl:if test="umbraco.library:IsProtected($parent/@id, $parent/@path) = 0 or (umbraco.library:IsProtected($parent/@id, $parent/@path) = 1 and umbraco.library:IsLoggedOn() = 1)">
  <ul><xsl:for-each select="$parent/* [@isDoc and string(umbracoNaviHide) != '1' and @level &lt;= $maxLevelForSitemap][name()!='xx_products'][name()!='xx_cases'][name()!='xx_nyheder'][name()!='xx_medarbejdere']">
  <li class = "level{@level}">

<xsl:choose>
<xsl:when test="@level = 5">
  <a href="{umbraco.library:NiceUrl(@id)}">
   - <xsl:value-of select="@nodeName"/>
     </a>  
</xsl:when>
<xsl:otherwise>
  <xsl:if test="@level !=4">

  <a href="{umbraco.library:NiceUrl(@id)}">
      <xsl:value-of select="@nodeName"/>
     </a>  

  </xsl:if>
</xsl:otherwise>
</xsl:choose>
    
 
  
<xsl:if test="count(./* [@isDoc and string(umbracoNaviHide) != '1' and @level &lt;= $maxLevelForSitemap]) &gt; 0">   
<xsl:call-template name="drawNodes">    
<xsl:with-param name="parent" select="."/>    
</xsl:call-template>  
</xsl:if>
</li>
</xsl:for-each>
</ul>
</xsl:if>
</xsl:template>
</xsl:stylesheet>

Hope there are others who can use this answer

/ Dennis