|Your AOL address book is saved online. not on your PC. You need not to do anything/ Just log on to AOL from any machine and your address book will be there.|
If you really want to save AOL address book on your HDD. google for How To Export Your AOL Address Book. You will get many hits. Bear in mind that it will niot be easy because AOL has lots of proprietary data formats that they won't share with other e-mail/address book clients.