I don't know anything about AOL but surely they do a router for wirless applications and by their very nature routers are "always on". If you go with any other broadband supplier wthout a router then you always have the connection thing to do when you fire the PC up. A router is the only way I know round this and like I already said, routers are already on when you switch your PC on.
I stress, I have no knowledge of AOL before anyone (and they know who they are) have a go!!!