I don't think you do Barry (or at least you used to not)-

The messenger is built in to the software. You would only need to download AIM if you do not use the AOL software and want to use the AOL Instant Messenger.

Also rather than downloading the application you can use their AIM Express. This is a small activex control that will runs the client via a browser rather than download.

And finally, you can use a third party applet like Trillian (www.trillian.cc). This is a freeware application that will connect you to AOL, IRC, ICQ, MSN, Yahoo messengers simultaneously.