Inclusion Criteria

• Are HIV-positive.
• Have levels of CD4 cells (immune cells that fight infection) less than 200 cells/mm3 and viral loads (level of HIV in the blood) greater than 2,000 copies/ml or viral loads greater than 50,000 copies/ml and any CD4 cell levels.
• Are either: 1) starting a new potent antiretroviral therapy for HIV; 2) enrolling in a potent antiretroviral trial; or 3) currently participating in an ongoing antiretroviral trial or in clinical care and will be changing treatment due to treatment failure. The entry visit for ACTG 736 must occur before starting the treatment or before changing to the new treatment. (This study has been changed to include patients who have changed treatment due to treatment failure and those who are starting a new anti-HIV regimen.)

Exclusion Criteria

• Have an infection or cancer in the brain or certain diseases of the brain or nervous system.
• Have a serious psychiatric illness (such as schizophrenia or severe depression).
• Have completed treatment for a significant infection within 4 weeks of beginning the study (but certain drugs that fight infection are allowed on this study).
• Are taking drugs to prevent or dissolve blood clots.
• Abuse drugs or alcohol.