Go with HTRegz's idea. Its extremely unlikely that somewhere along the way someone is intercepting your traffic so don`t worry about that. Get your friend to run a virus scanner, do a netstat etc... and see what is happening on their computer (they should espcecially do this if the same things happens again - do it while its happening).

Although, reading your last post again, are you sure you don`t have the trojan? Do you have a personal firewall? try blocking all out bound traffic except your aim chat.