KDE is an X Windows desktop environment for the Linux operating system. Firefox does run on Linux, so its likely you are working on a linux machine.
Downloading on Linux is a little bit different that Windows. Generally applications you download from Windows (games and what not) are pre-compiled as executables so they just run (the .exe file you see and can click on).
On Linux however, installing applications takes a slightly different direction. Instead of you downloading directly via your web browser, you actually install applications through package management.
Depending on what version of Linux you are running, it works slightly differently. However, I would image somewhere you have the option to either Add/Remove programs or have an application called Synaptic Package Manager.
From these programs, you can select a huge amount of Software ('packages') to install without having to go find them on the web.
Applications found on the web are usually just the source code (un-compiled) and you would have to compile them yourself after download. If you're not a Linux kinda person and unfamiliar with Linux, I'd avoid this.
If I was you, I'd ask a friend to format the disk and put Windows on the machine. You'll find it a lot easier to manage.
Otherwise, Drop a comment on your question with what version ('Distribution') of Linux you are running and I can navigate you to the correct menu to find an IM program.
You may already have an IM application installed that can handle AIM, take a look at your programs list and go to the "Internet' program group. You may see one there.
Good Luck!