Patients are randomized to either Arm A or Arm B and stratified by gender, TG level, and number of cardiovascular risk factors. Patients add daily fenofibrate (Arm A) or pravastatin (Arm B) to their antiretroviral therapy for 48 weeks. Evaluations at Week 12 determine LDL, TG, and high-density lipid (HDL) levels. Patients who achieve clinical goals for these levels stay on the drug for the rest of the study. Patients who do not achieve the goals by Week 12 receive a combination of pravastatin and fenofibrate for the rest of the study. At regular clinic visits, patients have physical exams and are questioned about their medications, diet, and exercise. Blood samples are drawn for clinical evaluations, including lipid profiles and HIV-1 RNA monitoring. [AS PER AMENDMENT 12/13/01: On June 26, 2001, the DSMB reviewed interim results and determined that the response rates for both arms met the stopping rule for futility. As a result, all patients who were currently on single-agent therapy were offered the opportunity to initiate dual-agent therapy regardless of time on study. No additional accrual was sought; however, exceptions were made for patients who were in screening at the time of the DSMB review. These patients were given the option of starting single- or dual-agent therapy. The DSMB recommended that all patients on dual-agent therapy be followed for 32 weeks to obtain additional safety and efficacy data. Further endpoints will be analyzed after Week 12 of single-agent therapy or Week 32 of dual-agent therapy.]