How can I stop AIM from starting when I turn on my PC?

I know exactly what you're talking about and one of the things I really don't like about Windows is tiny-icon creep: look at how many applications insist on showing up in my little tray on my taskbar:

The specific icon you're talking about I have too, it's one from the left, the tiny little yellow guy who looks like he's running away from the Spybot Search & Destroy tiny icon (interestingly enough! And they say that you can't learn anything from someone's interpretation of ink blots! :-)

To turn off the AIM autostart feature, all you need to do is to right-click on the tiny AIM icon, which brings up:

Choose Preferences, as you can see I'm doing here, and you'll get to:

You'll want to unclick the third option, "Start AIM when Windows starts" to turn off this feature. You can also see some of the other useful options here too, including whether AIM should automatically sign on when you start it up or whether it should wait until you click the "sign on" button.

That should clear out at least one of those pesky little icons for you!