When you insert a map and click on "My maps" no maps are shown. The problem has been fixed (1Mar2011) but I will leave the workaround just in case it is needed.
Here is a workaround.
Go to the map you want to insert and click on "link" . Copy the URL and then go back to your Google site. Click on "insert" and select "map." Stay in Maps (don't click on My Maps) and paste the URL to your map into the bar that says "Or paste a Google Maps link here." Hit "select" and you should be good to go.