If you don't want to change the startup options in MSconfig, you can remove the registry file that is responsible. Run
from the run box. Navigate to HKCU->Software->Microsoft->Windows NT->Current Version->Run or HKLM->Software->Microsoft->Windows NT->Current Version->Run. There should be a registry entry in one of these that points to the AOL startup executable. Removing it will permenantly keep this program from starting when the computer starts. As always, be careful when modifying the registry as you could severly hurt your PC. If you have any questions as to whether you are about to delete something important from these Run folders, consult. www.bleepingcomputer.com
and check their database for the executable you are considering removing. This will tell you whether this is necessary for your computer to start.
Warez is right, there is an option to disable this feature in AIM itself, but I've noticed that mine turns itself back on after a while.