Most likely Nothing...

with 1 exception - if you are running with PHP in Safe Mode, you will need to CREATE the directories BEFORE you create the new artist by using “setup.sh” again, or by pre-creating the necessary directories using your FTP client. Re-running setup.sh will not hurt any of your current directories already in your Jamroom, but will allow you to “add-on” more directories as needed, as well as verify they are made with the correct permissions for your install.

On systems that are not running with PHP in Safe Mode, Jamroom will create the new directories as needed when a new artist account is created.