(The purpose of this study has been changed from the original version.) HIV-infected patients with low CD4 cell counts are at risk for getting opportunistic (AIDS-related) infections. CD4 cells are cells of the immune system that help fight infection. Anti-HIV therapy may increase CD4 counts, which may lead to a decrease in AIDS-related infections. Problems that anti-HIV therapy is associated with include metabolic problems, neurologic problems, abnormal opportunistic infections, and cancer. Patients in ACTG 362 have been exposed to anti-HIV therapy longer than any other large group in the ACTG. These patients appear to benefit from their therapy, but also suffer problems from it. Observation of these patients should provide more information about long-term anti-HIV treatment and may detect unexpected problems.