To hack you on AIM, someone will either have to get you to download and run a trojan (i.e. keylogger or something simliar) or get you to give away information that they need to get control of your account, like the answer to a secret question for an e-mail account.
Although, if your AIM account is associated with a Hotmail account, then there is a chance that someone can send you a link to a website that can grab your Hotmail cookie. By gaining control of the e-mail account, they can request your password and change it. To remedy this, just don't use a hotmail account for anything remotely important and stop using Internet Explorer. Kinda funny that both of those are Microsoft products, eh?