How do mosquitoes not become carriers of AIDS?

Why is the mosquito not a carrier of AIDS? AIDS is suppose to be a blood disease of sort it is transmitted when blood is mixed (still makes me wonder why sex transmit it because there is no blood mixing) as using the same needle or through transfusions. If diseases like Yellow Fever, and Malaria were transmitted from person to person because residual and microscopic blood contaminated the stinger, or whatever it is called, that sticks the skin to get the blood out from those who had it to those who did not, how does AIDS escape this? If one shared a needle with a person with AIDS he/she risk infecting themselves with AIDS. What is so different than a mosquito and a hypodermic needle that stops mosquitoes from being carriers?