i respectively suggest the program "gaim" it is an open source proggy that runs all the messagers at once without actually having to install said messegers. icq was bought out by aol a long time ago and it is evil all that aol crap dumped on your system without permisssion irks me to no end. i've been using gaim for a while now and it is now far superior to trillian. trillian actually requires you to install all the messengers will gaim does not. give it a try.
also if you are on dial-up, running that many firewalls is just silly. dial-up accounts aren't really targets but one good firewall will be betterr than 4 imho