Individuals with AIDS frequently suffer central nervous system (CNS) problems that are characterized by cognitive, motor, and behavioral deficits, in a disorder known as AIDS dementia complex. Clinical experience suggests that its course is often progressive, going from initial symptoms to moderate or severe dementia within several months. Accumulating evidence now suggests that direct brain infection by the HIV virus is the likely cause of the AIDS dementia complex. Case reports suggest that therapy with AZT, which has been shown to be a strong inhibitor of HIV replication in vitro, may alleviate the AIDS dementia complex. This study will help define the natural history of the AIDS dementia complex in treated patients.