Hi JayProAZ,
jammr's MIDI input is not sent to other people in the jam session, it's only for controlling VST plugins. You need to use a VST plugin to turn the MIDI messages into audio.
Maybe this list of free VST drum plugins can get you started (I haven't tried them myself):
http://www.producerspot.com/10-best-free-drum-vstau-plugins-drum-kits-instrumentsAlternatively, if you have an electronic drumkit that produces sounds, connect the line out/headphones to your soundcard's line in/mic instead of using MIDI. That way you can use the drumkit sounds that are built into your ekit.
Stefan