Participants in this open label study will be randomly assigned to receive either antidepressant treatment or no treatment. Participants in the treatment group will meet with a psychiatrist monthly for 12 months. Based on psychiatric evaluations and participants' medical histories, doctors will prescribe an appropriate antidepressant medication or a combination of medications. Participants in the treatment group may also receive referrals for other services if necessary. Participants assigned to receive no treatment will be contacted at Months 3 and 9 to verify their contact information; they will also receive any necessary referrals. All participants will partake in interviews at baseline and Months 6 and 12 to assess changes in HIV risk behavior and depressive symptoms.