It depends on what firewall you are using and if it is pure software or located within a network device (router etc).
FRom what you said I suspect it is software. The best thing to do is to have a look on the AOL support pages for your firewall and see if there are known problems or configuration that you can do. Last resort is to just call AOL and ask them what to do. I found them generally very helpful. I am sure that with appropriate firewall configuration you should be ok.