If you're behind a "router" (which I'm 90% sure the Linksys to which you referred is), then yes, you're essentially behind a firewall. You can theoretically enable file transfer functionality in AIM by forwarding TCP and UDP port 5190 to your computer's LAN IP address. Additionally, puting your computer into the DMZ would also accomplish this, but that's kind of like using a bomb to kill a mosquito (overkill).
Another thing I feel I should mention, is that AIM file transfer is notoriously bad. To have the best chance of it working, make sure both you and the person with whom you're attempting to transfer files have the newest version of AIM. The 5.2.xxxx versions seem to have much better functionality (but only with the same version).
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