Subcutaneous injections are administered [AS PER AMENDMENT 09/04/01: using a needle-free device], daily for 96 weeks in Groups 1 and 2; after 24 weeks [AS PER AMENDMENT 01/03/01: 48 weeks] on study, the treatment-delayed control group (Group 3) receives injections for 72 weeks [AS PER AMENDMENT 01/03/01: 48 weeks]. The first injection is at the clinic and parents/guardians are trained how to prepare and administer the injections. Children are closely monitored for toxicity, with dosing adjustments if needed. Evaluations and laboratory tests are done at clinic visits every 4 weeks to determine growth indicators, body chemistries, CD4 cell counts, HIV-1 RNA PCR, and anti-hGH antibodies and for routine hematology testing, dietary intake assessment, and MRI scans. [AS PER AMENDMENT 01/03/01: MRI scans are no longer performed.]