There's a lot of advertising on AOL, but there are options to reduce the amount of advertising you receive from them.
To get started, go to keyword MARKETING PREFERENCES. You will see a list of topics on the right side, including "POP-UP" and "U.S. MAIL". All of these options are, by default, set to "Yes, I would like to be sent advertisements" (or the equivalent). So just go through each of the items, and set your preferences.
Each screenname has a separate set of preferences. In order to rid your entire AOL account of the extra advertisements, you'll need to sign on under each screenname and repeat the process.