You need to save the command points...
Once you clear the jam you get overwatch back though, so if the GS makes another move you get to shoot at it.
Jets take the example of the SM sitting at the end of a nice five square long corriror and it being the only way that the GS's can get to him.
On his first overwatch shot he happens to roll a double (and not a double 6) and the storm bolter jams, oh dear... The GS then moves to the 2nd square, and luckily the SM player has a command point spare, so uses it in reaction to the GS move to clear the jam, so the overwatch counter gets flicked back over. The GS then moves into the 3rd square, the SM fires on overwatch, and guess what, rolls another jam! But lucky for him, there is another spare command point, so when the GS moves into the 4th square he clears that jam and goes back onto overwatch. Then the GS moves into square five, gets shot at, the SM player finally rolls that 6 and the SM gets covered in icky bits of GS as it explodes in his face...