JAM.FM is indeed a nice radio station.
If you want to record this webradio Audials Radiotracker is a very good solution.
After installing Audials, you can open the software and search for 'JAM.FM'.
Now you can choose the station and add it to your favorites so you will have access to JAM.FM directly when opening the recorder. When playing the station one click on 'record' will get you your music. It is as simple as that
Here is a better explanation for recording almos every radio:
http://audials.com/en/how_to_record_...et_radios.html