What the heck is a socket and why am I not connected... I just want to get on AOL and MSN!

I can't connect to AOL or MSN and it keeps saying that the socket is not connected... I have no clue what that means. If it's saying I'm not connected to the internet.... I obviously am. I'm also having troubles using MSN for mac and AIM.... someone suggested using Adium.... but now I can't get it to work.

I just got a mac... so I have no clue how to get around it.... PLEASE HELP!!