You should not have to set up AOL to talk to the router as AOL will try and make the connection automatically "using TCP/IP connection".
Set up the router using either the Zyxel Cd or Internet explorer via 192.168.1.1. Account admin, password admin.
Key in your AOL screenname in full and the password - set the protocol according to where you are (Jeez I wish people would tell us where they live when they join!), reboot the router and then check if you have the ADSL connection with the ISP (AOL). If that works, start AOL and let it work through the setup to find the connection.