1) If you're playing on the NINJAM servers and there are others playing, too, Autosong will mix and file the session. (Its mixing leaves something to be desired at times...)
2) If you're playing on the NINBOT servers, your session will be recorded "as is". Great for practising and a wonderful public service.
3) If you're using Reaper, open the ReaNINJAM window and go to "File->Preferences..." and fill in the details.
4) If you're using the Windows client, go to "Options->Preferences..." and fill in the details.
5) If you're on Linux... (I'll have to come back to this another time).
6) If you're on a Mac, well, get a proper computer... (joke, okay?
) Sorry, I've no idea.