To evaluate the efficacy of Coping Effectiveness Training (CET), an innovative intervention designed to assist HIV-positive gay men sustain psychological health despite the ongoing stress associated with HIV infection will be evaluated. The specific aims are to: evaluate the effect of CET on the ability of HIV-infected men to decrease psychological distress and increase psychological well-being; compare the efficacy of two alternative CET maintenance programs to sustain treatment effects over 12 months; determine the extent to which improvements in distress and well-being are associated with changes in adherence to medical care; identify the potential psychological and social mechanisms by which CET affects psychological and adherence outcomes; and examine the cost-effectiveness of CET by evaluating its effects on health care utilization and health care costs.