Well, if you had spell check in Notepad, then you must have installed some third-party spell check software. Spell check in Outlook Express is normally obtained as a result of having MS Office installed or the MS Works Suite, which includes Word; in other words, spell check in Outlook Express comes from Word being installed. Do you have MS Office or Works Suite installed?
Again, to get spell check in AIM, Notepad, and basically any application in which you type text, you must have installed some third-party spell check software. I don't know how someone can not know what they had installed to give them this functionality. Anyway, if you don't have a CD or downloaded file from which to reinstall that third-party spell check software, you'll have to acquire it. I see no other conclusion to be drawn here.