What do you mean light up? If you downloaded Aim from aim.com, i really wouldnt suggest that you use that, iChat is much better and the icon will bounce when you get a IM.
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I'm A Mac. And I Work Better Then A PC.
Mac Specs: Mac Pro 8x3.0ghz 12gb ram 8800GT , MBP 2.16 2GB Ram 17 inch.
or AdiumX is also really good.
Aim for mac from aim.com is horrible and hasn't been developed for in many years yet they leave it up. It would be best to get a newly devloped aim client, either adium ichat or one of the many others discussed on the forums. You will find a list if you search for it as well as what people think of each one and who uses what.