A Study of Megestrol Acetate Alone or in Combination With Testosterone Enanthate Drug in the Treatment of HIV-Associated Weight Loss

Inclusion Criteria Concurrent Medication: Allowed: * Stable antiretroviral therapy provided the patient has been on it for \>=30 days prior to study entry. AS PER AMENDMENT 9/26/97: Optimized antiretroviral therapy as determined by primary care provider with at least 30 days since initiation of such therapy. * Standard maintenance and prophylaxis therapy for opportunistic infections is permitted provided patients have been on a stable dosage regimen for 2 weeks prior to screening. * G-CSF. * Erythropoietin. * Any symptomatic therapy (e.g., analgesics, antihistamines, antiemetic, antidiarrheal agents, etc.). * Replacement levels of thyroid drugs (same drug and dose as at 30 days pre-entry). * Maintenance therapy is permitted for chronic opportunistic infections, but patient must be on a stable regimen for 14 days pre-entry. * AS PER AMENDMENT 9/26/97: Oral nutritional supplements, dronabinol, cyproheptadine, or pentoxifylline. Patients must have: * Documented HIV-1 infection. * Documented weight loss of \> 10% pre-illness weight or Body Mass Index \< 18.5 kg/m2. AS PER AMENDMENT 9/26/97: Documented weight loss of \>= 5% pre-illness weight or Body Mass Index \< 20 kg/m2. * Life expectancy of at least 6 months. NOTE: * This protocol meets federal requirements governing prisoner participation in clinical trials. Prior Medication: Allowed: * Stable (no change in drugs or dosage) antiretroviral therapy or no antiretroviral medications for \>= 30 days prior to the study entry. Exclusion Criteria Co-existing Condition: Patients with any of the following symptoms or conditions are excluded: * Diabetes mellitus. * Diarrhea defined as 4 or more liquid or watery stools per day while using antidiarrheal medication. * Tube feeding. AS PER AMENDMENT 9/26/97: Total or partial parenteral nutrition delivered centrally or peripherally. * Impaired oral intake due to mucositis of any cause. * Grade 2 or greater intractable nausea and vomiting despite medication. * Cardiomyopathy or congestive heart failure. * Persistent palpable dominant breast mass at study entry that has not been worked up - males and females. Female patients: * Pap smear or cervical biopsy that demonstrates high grade squamous intraepithelial lesions or cervical intraepithelial lesions 2 or worse. Concurrent Medication: Excluded: * Systemic chemotherapy for B-cell lymphoma or malignancies other than Kaposi's sarcoma. (Patients with Kaposi's sarcoma receiving systemic chemotherapy will not be excluded.) * Total or peripheral parenteral nutrition (oral supplements are not excluded). * Anticoagulant therapy. * Any drug that is designed to affect appetite or weight gain. AS PER AMENDMENT 9/26/97: Initiation of any new therapy designed to promote weight gain. * Any change of antiretroviral or any change in the dosage of antiretroviral/s that had not been started 30 days pre-entry. AS PER AMENDMENT 9/26/97: Initiation of antiretroviral therapy within 12 weeks of protocol therapy for patients not previously receiving antiretroviral therapy. * Anabolic hormones. * Systemic glucocorticoids. * Cytokine inhibitors. * Oral contraceptives. * Cytokines. * Ketoconazole. * Any other medication that might interfere with the objectives of this study. * AS PER AMENDMENT 9/26/97:DHEA. Patients with the following prior conditions will be excluded: * Acute systemic opportunistic infections within 30 days prior to entry. * Weight gain \>= 3% as documented by self reporting or clinical records during the preceding 4 weeks. AS PER AMENDMENT 9/26/97: Enrollment of such patients should be deferred until weight stabilizes. * History of hypersensitivity reaction to megestrol acetate or testosterone enanthate. * History of cardiomyopathy or congestive heart failure. Female patients: * History of invasive cervical cancer. * AS PER AMENDMENT 9/26/97: History of thromboemboli. Prior Medication: Excluded: * No testosterone treatment within the previous 8 weeks. Excluded within 30 days prior to entry: * Ketoconazole. * Initiation or change in antiretroviral therapy. * Interleukins. * Interferon, anabolic, hormonal or experimental therapies designed to improve appetite or weight gain (e.g., thalidomide, dronabinol, megestrol acetate, cyproheptadine, anabolic steroids, systemic glucocorticoids, pentoxifylline, or growth hormone). * AS PER AMENDMENT 9/26/97: Dehydroepiandrosterone (DHEA).