I believe Streamtuner records the station to your Home folder under the name of the radio station. Double check that you have the streamripper package installed, streamtuner doesn't install it by default. Can you tune into the station? Does it give an error message? Try running streamtuner through the terminal and see if it gives you any error messages. If that doesn't work you could install exaile which has a plugin to record streaming radio. Also Amarok is able to do this with the RecordRadio script. If you go to the amarok website there is a scripts page where you can download it. That is personally what I use.