Right clicking on the "AOL E-mail" at the top of the "Start Menu" brings up only these three options:
Read e-mail
Internet Properties
Remove from This List
It's not a normal shortcut link from the Start Menu. With all the normal shortcut links from the Start Menu, you can right click > Properties > Find Target. But the "AOL Mail" shortcut link is unique in that the shortcut is created by going to the "Taskbar and Start Menu Properties" > Start Menu tab > Click Customize > And the bottom group that says "Show on Start Menu" there is a "Internet" checkbox and a "E-Mail" checkbox. To the right of both of them is a drop down list where you can choose what Internet and E-Mail program you want to have a shortcut at the top of the "Start Menu". So, like I said, it's not a normal shortcut from the Start Menu.
Anyways, thanks for everyone's attempt to help but I had to wind up uninstalling AOL Desktop 9.7 and then installing it again. During the installation setup, there is an option that you can click to have "Mail open in AOL program". I originally never clicked it when I first installed it. So I had a feeling it would work if I unintalled it and then installed it again and then clicked the option "Mail opens in AOL program". And thankfully it worked.