Jam.fm offer Windows Media, Real Audio and Shoutcast streaming.

Windows Media and Real Audio/Video stream recorders can be found in the following chart:
All streaming media recording software

MP3 Shoutcast/Icecast stream recorders can be found in the following chart:
All streaming audio recording/ripping software

To find stream URL you may use a URL Finder (it can be built-in into your stream recorder). On this web-site you may also download metafiles (simple text files that redirect you to the stream) with files extensions like .ASX, .RAM, .PLS and get stream URLs from them with a simple text editor like Windows Notepad.

I recommend to record MP3 shoutcast stream 'coz MP3 files are much easier to edit (use free sound editor Audacity
Audacity or free lossless MP3 trimming software MP3DirectCut).