Set of Jacks vs a flush draw

[McNeese72]

Okay, what would you guys do different with this hand? I'm here to learn. Let me have it! I can take it!

PokerStars 0.25/0.50 Hold'em (9 handed) converter

Preflop: Hero is MP2 with J[img]/images/graemlins/heart.gif[/img], J[img]/images/graemlins/spade.gif[/img].
<font color="#666666">1 fold</font>, UTG+1 calls, <font color="#666666">1 fold</font>, <font color="#CC3333">Hero raises</font>, <font color="#666666">1 fold</font>, CO calls, <font color="#666666">2 folds</font>, BB calls, UTG+1 calls.

Flop: (8.40 SB) J[img]/images/graemlins/diamond.gif[/img], 9[img]/images/graemlins/diamond.gif[/img], 3[img]/images/graemlins/spade.gif[/img] <font color="#0000FF">(4 players)</font>
BB checks, UTG+1 checks, Hero checks, <font color="#CC3333">CO bets</font>, BB calls, UTG+1 calls, <font color="#CC3333">Hero raises</font>, CO calls, BB folds, UTG+1 calls.

Turn: (7.70 BB) 8[img]/images/graemlins/diamond.gif[/img] <font color="#0000FF">(3 players)</font>
UTG+1 checks, Hero checks, <font color="#CC3333">CO bets</font>, UTG+1 calls, <font color="#CC3333">Hero raises</font>, CO calls, UTG+1 calls.

River: (13.70 BB) K[img]/images/graemlins/spade.gif[/img] <font color="#0000FF">(3 players)</font>
UTG+1 checks, <font color="#CC3333">Hero bets</font>, <font color="#CC3333">CO raises</font>, UTG+1 folds, Hero calls.

Final Pot: 17.70 BB