He's pullin' your leg unless AIM has some new "feature" I'm not aware of.
The solution here at any rate is to use Pidgin, Trillian, or one of the various other all-in-one IM solutions. (I'm sure you could get great recommendations here).
I'm interested if he can see what content you are viewing on a HTTPS site. I've never heard of this through IM sniffing, but I also have to wonder if VNC or something similar is really the means behind this.
If he said what site you were viewing, didnt he actually tell you what he was viewing, or was he just scarin you ? I doubt there is such a major loophole in the AIM system!