While I was on my account an instant message came ...

This may mean two things: 1) You're indeed logged into AIM in another location (yourself or somebody else) or 2) somehow your first session never got terminated and once you logged in again the system thought you're online twice.

There is nothing wrong with the second case. However, to be sure nobody else is using your account, changing your password frequently is always a good idea. 

If they access AIM through the cell phone it might be that the AIM password was not changed when you changed your AOL password. AOL put something in place to allow you to change both passwords at once. So best option would be to change your password again (which will also change your AIM Password) to be very sure both passwords have changed.