Sounds like a DNS problem..you see, you don't need DNS while using Steam, it's all IP..I believe so..and on AIM the address is probably already resolved and doesn't need to be constantly like when you're using a web browser so it stays connected.
When this happens, you have to make sure you can still ping the IP address of the web site. For example...google.com or yahoo.com IP are 216.109.112.135 & 72.14.207.99
If DNS doesn't work, then how would you know the IP? Well get it from a friend or someone else, let him ping and tell you the IP.
The IP will differ, I always get different IP address for them but as long as you get a reply with the IP, it'll make it easier to know the exact causes.