Anton
There is no way to download tones from internet and load it to the SJ using SD card or any other way. You must to edit it manually. Looks here: http://line6.com/customtone/browse/spiderjam/. That is all that I found in internet about this issue. I am very disappointed about it too. I've created one tone for each Amp Model, with the following values: Drive: 0, Bass, Mid, Treble in the middle, Chorus Flange: off, Delay: off and Reverb: off too. I guess is a good way to start to create tones by myself.
Good luck!