If you want to make it so you never appear idle on anyone's buddy list, first bring up your AIM Preferences window by clicking the preferences icon in the Buddy List toolbar

or by right clicking your system tray AIM icon.

Now select the "Away Message" category on the left hand side, and then select an away message from the list on the right (the message you choose does not matter).

Click the "I'm Away" button, and your away message box will pop up.  Make sure to close all your IM windows and then hit the space bar about 20 times really fast.  Hitting the space bar pushes the "I'm Back" button and then the "I'm Away" button (you can do it by clicking the buttons yourself, but hitting the space bar is easier).  Make sure to end off with the "I'm Back" button, if you have your own screen name on your buddy list you will notice that the little yellow "away message" is still next to your name.  You can now chat with your buddies and your away message will not disappear.  It just makes you appear away, so if someone does IM you, they won't get your away message.  To remove the the fake away appearance,  just set a real away message and then click "I'm Back".