I did a quick Google search on "Jim the Roper", which resulted in a number of hits.
According to this site: http://www.ibiblio.org/folkindex/j03.htm, Jim the Roper can be found on this record:
Hinton, Sam. Family Tree of Folk Songs, Decca DL 8418, LP (195?), cut#B.02
Furhter down the results page was this link, http://entertainment.msn.com/album/?album=649970 , where apparrantly exists a sound file. My computer isn't set up for that, so I can't verify.
I hope you're able to dab a loop on that song.
Happy trails to you,