WAV file writing with Super Jukebox for dummies   

1. Start "Super Jukebox"
2. Open "Configuration" (press F3 key)
3. Select the "Player" dialog
4. Enable "Output to WAV", optional also "Output with sound" (recommended but needs an optimal balanced system), and choose a destination "Output folder" for all WAV files.
5. Press "OK" (press Enter key) to close the dialog

First result: Now everything you hear through Super Jukebox also get written to the choosen folder as WAV file. But since you surely don't want to write every song you hear as WAV file to disk I recommend to proceed with following steps before starting.

6. Open "Customize Toolbar" (press Ctrl+Alt+T)
7. Choose "WAV Dump" from the left column and press "Add"
8. Press "OK" (press Enter key) to close the dialog

Final result: You now have a "WAV Dump" button in your toolbar which allows you to (un)toggle WAV file dumping of the currently playing song in real time. WAV file dumping is activated as long as the button is pressed.
If you hear skippings in the resulting WAV file go back to dot 4 and keep "Output with sound" disabled.
You can also try reducing the visualization rate ("Rate" slider on the "Visualization" dialog in "Configuration"). Disabling the vis won't help here though. (Thanks to Marius for the last piece of info!)

Just ask me if there are further questions.

Have fun! Datschge