Moving from Ning to Jamroom is a multi step process, but hopefully each step is easy to complete. The basic process is:
1) Install the free Jamroom Core on a website (through a hosting provider) that you control, along with the Ning Import modules.
2) Install any additional Jamroom modules you would like to have support for in your Jamroom. For example - install the Audio Module if your Ning site supports uploaded Audio files for your users.
3) export your current Ning site to a set of Ning backup files. Note: For a large site this can take several days, as the Ning export tools are not very fast. During this time you can familiarize yourself with how Jamroom works.
4) Upload the exported Ning backup files to your new Jamroom site
5) Run the Ning TO Jamroom module to import the Ning Backup files.
Once complete you'll have a Jamroom site that contains all the data your Ning site contained, but you're now running on your own system and have 100% control over your site.