By default MSN uses tcp/1863, I don't know what AOL uses. However, it is possible to configure MSN to use tcp/80 (or any other open port, for that matter). I don't know how it [MSN] would cope if you were to block tcp/80, and only allow web acces through the http proxy.
If anyone else has this question also here is what I have done to block aol IM even when people have it going through port 80. 1. Create networks by for all the ips that login.oscar.aol.com resolves to. (these ips may change from what I have found over time) 2. Create a network group for all those login .oscar.aol.com networks. 3. Under PacketFilter --> Rules, create a rule From "internal_network" Service "Any" To "Whatever you named you login.oscar.aol.com group" Action "Drop"
Hope this helps anyone else who has this problem. I am still working on the MSN Messenger.