What king of error do you get?
One sure thing is that you have to assure that nothing is outputed before your call to header. Make sure there is not extra line break between yout ?> and <?php tags.
Another thing you can try is to added two eol at the end of your header call :
header("Location: http://www.aol.com/\n\n");
That tells the browser : hey! that's all the headers I have for you, the next stuff is content.