All participants are randomized to receive AZT at 1 of 2 doses. Patients are stratified according to whether CD4 cell counts are > or < 500 cells/mm3 as well as whether symptoms are mild to moderate or if patients have lymphocytic interstitial pneumonitis (LIP). Medication is dispensed every other week for the first 8 weeks and monthly until week 104, then either monthly or every 3 months. Safety and effectiveness of the treatment program are evaluated at 6-month intervals to assess whether it is appropriate to continue the study as originally designed. Patients are evaluated every 2 weeks for the first 8 weeks, monthly until week 104, every 3 months until week 208, and then every 6 months thereafter.