I don't know much about AOL, sorry. But I guess you could use normal dialup, you'd just have to get the data. However, I can't help you on that one.
The notice you got wasn't an error, just an advice (and a necessary one, at that). But you'd have to go online to update your sources.list, that's true. As long as you don't know what dialup settings to use (number, access information), you can't do it, though.
You generally can't expect things to work if you don't set them up the right way in the first place...