I believe the most likely scenario is this-
AOL is set as the default internet connection. Some program is asking for access to the internet and triggering AOL to connect.
If you are using a recent verion, you can keep AOL from loading. An easy way is to click on it in the tray and select close. It will then ask if you want it to continue to load at startup. Select no. You can still run the program by clicking on it either in the start menu or if you have desktop shortcuts.
In addition you should find out what program wants to get on the internet. It is not unusual and not neccessarily bad but you need to know.
I think the easiest way to monitor this is to get a firewall program like Zone Alarm. It will tell you what programs want to access the Internet when they try to connect.
It is a free program and doesn't require any special knowledge to set-up. You do need to pay attention to the tutorial because it can LOCK your internet connection down if it appears another computer is trying to access your computer. It is a good program but if you don't learn about it you may have problems with it locking your internet access. However that is what it is designed to do and you can always remove it later if you don'tlike it. It will identify for you what programs are trying to access the internet and let you decide which can and which can't.