I think the AOL dialler can Be isolated by editing the Startup List

In the Run Box on the Start Menu Type Msconfig then click the OK button and on the new window click on the Startup tab (2nd from right) and Scroll down the List(near the Bottom) until you see AOLDial and also AOL 9.0 tray Icon this can Go as well unless you are booting from there? Just Untick the Boxes and press Apply then OK to save
Next, right click on both of this Icons if they are in view? and select Exit
Hope that stops the Messages?