Have you tried connecting directly to the net through your Modem?
Go to "Start->Connect To.." and click onto your Modem's name. Now type in your screenname (ie. [email protected]) in the "username" field and the password for this screenname in the password field and click Dial.
NOTE: You MUST be disconnected from the net to be able to connect in this way (in other words sign out of AOL and close the browser)