Patients are randomized to receive subcutaneous (SC) rIL-2 therapy or no rIL-2 therapy. All patients must be taking a regimen of combination antiretroviral treatment, with the choice of therapy at the discretion of the treating clinician. Antiretroviral medications are not provided by this study. Recombinant IL-2 is given SC for 5 consecutive days every 8 weeks for at least 3 cycles unless toxicities or other contraindications develop. After the first three cycles, additional cycles are given at the discretion of each patient's physician, with a general goal of maintaining the patient's CD4 cell count at twice the baseline level or at 1,000 cells/mm^3 or above for as long as possible. Patients in the no rIL-2 group receive no injections. Patients in both treatment groups are seen every 4 months for follow-up data collection to monitor viral load and CD4 cell counts. All patients are followed for a minimum of 4 years. During the trial, patients in the no SC rIL-2 group are not given rIL-2 at any point. However, at the end of the study, if rIL-2 is found to be effective in reducing the rate of disease progression [AS PER AMENDMENT 12/15/00: (new and recurrent events)], including death, all patients are offered rIL-2.