Apologies for the delayed response.
I was able to capture the streams from that site.
I would suggest starting off by attempting a basic reinstall - uninstall, reboot, reinstall.
Then try downloading again and let me know if the result is the same.
Can you also tell me what Mac OS you are currently running?
I have been using Jaksta Media Recorder 2.2.5 and just downloaded 2.2.5 (287). I've also been using Jaksta Music Recorder version 2.2.5 (272). But I can't get either program to record the following audio files: