Hmm. Try installing a product called GAIM. It's an open source AIM client I use on windows and linux.

It's possible the AIM client wants to do something the firewall is preventing.

The only other option I'm thinking of is maybe there are some "child safety" features on the wireless router's firewall that specifically prevent outgoing connections on certain ports. If this is the case, you may want to try connecting to the router using your web browser and rooting around for some configuration elements...