Patients are randomized to receive IFN-A or IFN-A2A (given by intramuscular injection) and combined with AZT (taken orally) daily for 8 weeks. Study stops when maximum tolerated dose (MTD) is reached. Two cohorts of 4 patients enter each dose level. Patients do not enter into the next dose level until all patients have completed 3 weeks of treatment. AZT will escalate only if there is no unacceptable toxicity (grade 2 in = or > 3 patients or > grade 2 in any patient), subsequent increases in IFN-A or IFN-A2A will be permitted, but the AZT dose will remain fixed. The MTD for a given IFN-A or IFN-A2A dose level is defined as grade 2 toxicity (grade 3 for hemoglobin, neutrophil count, or SGOT) in 4 of the 6 patients. Patients have blood drawn every week and their general health is evaluated. Pharmacokinetic studies will be done on days 1, 21, and 24. Patients tolerating the combination may be continued on the same dose level for 1 year except if patient has reached complete remission for = or > 90 days, IFN-A or IFN-A2A will decrease to 3 times a week.