* Songs Not Renamed
This means you are missing some meta data probably in the artist or album columns. The default name conforming template uses name, artist and album (and optionally track number) in the file name, so all three will be required to rename the file on disk. You have the option of changing the template in the prefs (not recommended) or filling in the missing data on the songs as best you can. If you do then you can take advantage of Perfect Metadata.
An other possibility is that the files are locked, the folder is locked, or the volume is locked, OR you're trying to use an NTFS volume.
The last possibility is that your ID3 tags are bad. You will be warned about this if so (once per session).
If you do not resolve the problem, then any edits you have made to the meta data will not be saved into the files and file names. That means, if you rebuild your library, you will have lost your changes.
If the problem was a locked volume or folder or file, and you have since fixed the problem, then you must select the songs in kJams, then right click on them and pick "Push Meta Data". Provided all goes as planned, the meta data and file names will be updated, and they will then disappear from this playlist.
How to unlock a file, folder, or volume
In the Finder, select the volume, file, or folder's icon and go File->Get Info...
In the "General" section, if you see a "Locked" check box, and it is checked, un-check it. If you do not see one, skip this step.
In the "Sharing & Permissions" section, if the top icon in the list (picture of one person) has your user name, make sure the "Privilege" is "Read & Write". Or, if the top icon is NOT your user name, make sure the bottom one (picture of 3 people) is called "everyone" and that that "Privilege" is "Read & Write". To change a privilege, just click it. If it won't click, then click the little Lock icon in the lower right, and enter your password. Then you can change it.