Did I get this right? You are trying to send a file to another computer on your network using AIM (AOL Instant Messenger?) over the Internet?
If so, I have a similar problem with MSN Messenger. It will allow me to chat fine, but it has problems with voice chat and file transfer, thought it used to work on my dialup connection.
Not sure if it's the same settings as my cable internet setup, but I was told it doesn't work because the cable connection is ALREADY shared by your ISP between 50 or so local users - so you are effectively trying to share a shared connection.
I don't know how accurate that is - I'm still a newbie techie