Use the following screenshot of the connection tab under Menu / Options / Edit preferences. Just replace host with the internal IP or computer name of the machine you're running SpoonProxy on and check the connect using proxy checkbox and the use proxy to resolve hostnames.

AOL Instant Messenger should then function transparently from the client machine.

Remember, this setup uses SOCKS support so you will need to be using an un-expired 30 day trial of SpoonProxy or the registered version to make it work.