Four groups are studied for a period of at least 25 weeks. Patients are observed for a minimum of 6 hours after infusion of PEG IL2. The 4 groups of patients are: Group A - asymptomatic with T4 count > 400 cells/mm3 (7 patients); Group B - asymptomatic with T4 count between 200 and 400 cells/mm3 (7 patients); Group C - asymptomatic with T4 count < 200 cells/mm3 (5 patients); Group D - diagnosed as having AIDS related complex (ARC) or AIDS (7 patients). All patients receive AZT. After a minimum 2-week period of AZT, patients receive an infusion of PEG IL-2 at 3 consecutive weekly intervals, followed by a 3-week period of AZT alone. This cycle (3 weeks of AZT and PEG IL-2 followed by 3 weeks of AZT alone) is repeated a total of three times (for a total of 18 weeks) followed by 8 weeks of AZT alone.