This study will examine how allergen immunotherapy (allergy shots) works to reduce or prevent reactions to allergens such as pollen, dust or cat dander. Certain T cells (types of white blood cells) called Th2 cells produce substances that generate allergies. Other T cells called Th1 cells produce substances that have opposite effects. This study will determine if allergy shots change the immune response to allergens by reducing the number of Th2 cells or by changing them into Th1 cells. A better understanding of how this treatment works may help scientists develop more effective allergy therapies.