This study will be done as part of a national, multicenter, double-blind, placebo-controlled trial of intravenous gamma globulin combined with AZT vs. AZT alone in the treatment of children with AIDS or advanced AIDS related complex. Subjects, ages 3 months to 12 years, will receive AZT (180 mg/m2/day) and be randomized to either IV gamma globulin or albumin placebo (once per month). Response will be measured by frequency of opportunistic infections, duration of survival, and clinical, virologic, and immunologic.