Je vais = I'm going
aller = to go
Je vais aller = I'm going to go
Je vais au magasin = I'm going to the shop.
Je vais aller au magasin = I'm going to go to the shop.
J'aime aller au magasin = I like to go to the shop.
I realise that this is an old thread, but I hope this makes it clearer for someone!