You really don't need AOL for the Mac to access your AOL mail. I don't even know what possible benefits AOL for the Mac would provide to you that can't be had with Mail and/or iChat and/or Safari (at webmail.aol.com).
So just launch Mail.app, go to Preferences, Accounts, and click on the "+" in the lower left corner to add a new account. Type in your AOL email address, depress the tab key to move to password field and (optionally) enter your password. Note that a pre-checked checkbox appeared to automagically configure your AOL account. Click on Create. Voila! Your AOL account is configured in Mail. AOL is of type IMAP, so whatever machine you access Mail from, so long as it has your AOL account configuration stored on it, each machine will sync to AOL's IMAP server every time you check your AOL messages in Mail.app.
On your computer, in the main viewer window, you can click on the "+" in lower left corner in order to add a new "On My Mac" mailbox where you can cache important emails indefinitely. They will only be on that Mac, not on the IMAP server, though.