I had some success with the Open Sky Direct Access method of connection. You can specify the same re-connection settings as with the dial up connection. So if the dialup drops the connection then it will attempt to re-connect.
However, there seems to be some issues with high lag using this method so I now use the normal proxy method with the AOL dialer that comes with AOL9. I've used AOL for days at a time without disconnection.
All I did was download and install AOL9. The AOL dialer appears in the 'Dial' section of the network connections window (on XP). It doesn't appear to be a native DUN since when you go to properties its all 'AOLified'. But it does work with the OpenSky client software.
Although I have installed AOL9, I don't need to use the AOL interface to connect.
Also, it seems you can't use microsofts ICS with the AOL dialer. I use CCProxy and WinRoute to share the connection.