Margo, this is how I did it on my Mac, your Windows AOL may be different.
Go into Mail controls, then mail and spam filters. On my list, there is a "use a custom sender list". When I checked that, I could put that idiot on the list to NEVER accept mail from them. I have also sent an email to that website that spam is not welcome here. It may make them mad and they may flood me with it, but we'll see.