how do i change Aol Instant messenger so it doesnt shut down my game

When i play computer games if someone sends me an IM via AOL it shuts the game down and the sound goes out when i try to replay it.

WHat can i do to prevent the game from getting shut down due to IM’s? On MSN messenger a window pops up in the lower right corner telling you someone has signed on and their first message but it doesn’t shut down your original window. Is there a feature on Aol IM that does that?