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MattJohn - that's interesting. There have been a few dozen reports about it that I have seen and they all were Microsoft Messenger based. Do you have a chat client that runs on your computer? If so, it would be instructive to know what client it is and if your AOL email account is associated with it.
Messenger can run quietly and by default is set to start automatically when you start Windows so some people aren't even aware that they are logged in to MSN.