I think the guest was asking about the bluegrass tune "Jenny Lynn", not the famous singer Jenny Lind, the "Swedish nightingale". I have listened to several sound samples at CDNOW, and it appears to me that the versions recorded by Bill Monroe, the Stanley Brothers, and Don Bryant are all instrumentals, a fast breakdown.

But there is also a song, a sad ballad called "Jenny Lynn" written and recorded by Ron Spears, also recorded by Lou Reid & Carolina, and by Becky Schlegel & True Blue. Piecing together the sound samples, I was able to transcribe this much of the lyrics:

...before he went to war.
He vowed to love and cherish her forevermore.
While defending his great country in a land quite far away,
Angels came and took his Jenny Lynn away.

He pledged his heart to Jenny Lynn.
His love for her will never end.
He'll be thankful till the blessèd day they meet again.
God in heaven knows how much he misses Jenny Lynn.

However the tune seems totally different from the tune of the breakdown.

CDNOW also lists some songs or tunes called "Jenny Lind", the "Jenny Lind Polka", "Jenny Lynn's Polka", and "Jenny-Lynne", but I didn't listen to those.