Problem:
Have you ever wanted to talk to one of your buddies, but
keep getting interrupted by other people Instant Messaging
you?
Solution: To chat
with someone while you are signed off you need to Directly
Connect to them. This is done by clicking on the
"Connect to Send IM Image" icon in the IM window
toolbar:

Once you and your buddy
have established a Direct Connection, leave the chat
window open and close AIM. Your screen name will
sign off, but you will still be able to chat with your
buddy as long as you have the IM window open.
Notes: You can
Directly Connect with as many buddies as you want to talk
to while signed off.