This study will evaluate a new immunosupressive therapy, Daclizumab, and compare it with antithymocyte globulin (ATG) to treat cytopenia, that is, the deficiency of cellular elements of the blood, in myelodysplastic syndrome (MDS). Daclizumab is an anti-interleukin-2 receptor (IL-2) antibody. MDS, also known as myelodysplasia, is a disorder that can cause anemia, spontaneous bleeding, and greater risk of infections. Although the bone marrow can still produce some blood cells, very few reach the bloodstream. The cause of MDS is not known, although its behavior is. Many patients need transfusions of red blood cells. They may also develop leukemia, which is often quite resistant to treatment with chemotherapy. However, the progression of the disorder to leukemia is usually slow, taking many years.