Participation in this study will last a little more than 2 weeks. Participants will be stratified by age (oldest to youngest age group) and degree of cockroach sensitivity. Each age group will be enrolled after the previous group's safety data have been reviewed. At study entry (Day 0), participants will receive a dose of placebo and then up to seven incremental doses of cockroach extract at 15-minute intervals while observed by the clinic nurse. Doses will continue to be given until a sign or symptom occurs that indicates the participant is having difficulty tolerating the drug, or until the maximum study dose is reached.