How are you sending the messages, Marbledog? By typing/pasting your message into the EZMLM textbox in your CNC, or by emailing the message from your regular email client to the list address?
When sending messages via the CNC, the "from" address contains just the list-owner email address, with no associated name. By emailing from your client, you can also include a name with your address... maybe that's what the AOL filters are looking for? It certainly makes your emails look more friendly and personal anyway. (My guess is you're doing that anyway though).
The other likely problem is that the To field isn't the recipient's address (it's the email address of your list). From what I know of EZMLM, that can't be changed without causing a huge performance hit, so there's nothing we can do about it
I really have no experience of AOL, so I'm just trying to suggest any ideas that I can.