Patients are randomized to initiate therapy and receive either nelfinavir (NFV) or efavirenz (EFV) in the first regimen (R1). All patients also receive zidovudine (AZT) and lamivudine (3TC). Patients are further randomized in a factorial fashion and by stratification based on HIV RNA level (less than 10,000, 10,000-100,000, or greater than 100,000 copies/ml) to be administered a single injection of a neo-antigen (KLH) at Week 12, 24, or 48. Therapy continues until switch criteria are met either before or after Week 24. When switch criteria are met, patients advance to the next regimen (R2).