I would agree with the consensus it has to be a trojan. Since you using a dial-up on an aol account the only way someone could keep track of is if they had something on your machine that sent information to a certain location(it could be email,irc,certain ip whatever).

You might want to open up a command window and run netstat -na and get a list of open connections. I would do it right when I go online and repeatedly check it. Id try to figure out what any established or even listening connections are.

I could be wrong but I did not think he could get your ip from your 'who's online' list. Generally all chat communication and whos online goes through the aol server, the only time youd actaully be able to see the ip of someone your communicating with is if you do a file transfer and it sets up a direct connection between you and the other end.