Reoccuring pneumonia

Since May 19, 2009 I have been having an on going battle with reoccuring pnuemonia (pneumonia).   At first only symptoms was coughing and chest pains now it has up graded to fevers and severe chest, sides and back pains.  In the mist my fever started as 99 pointers but have had times where it went up 101 and 103 causing weakness, nausea and severe headaches.  I have had some days of no fever and I thought things was going back to normal but then the cycle has started back up 99 pointers every afternoon I am scared that the higher fevers will come back to.  Having 101 and 103 fevers when the heat index has been 107 haven't been walk in the park at all.  I can't walk long periods of time because I give out of breathe and my chest, back and sides start hurting.  On and off I have had 6 cases of pnuemonia (pneumonia) from day one to this day (August 5, 2010)  all in different spots they heal and come again in another spot.  I have seen a lung specialist, primary care physician, 2nd opinion doctor and numerous doctors where I had to rushed to the hospital with the fever spikes and no one can tell me what is going on.  They can"t even stop the fevers.  They have giving me blood cultures when my fever was 103 and is still showed nothing and they don't understand it.  I have had lung biopsy the doctor thought I was aspirating food to my lung but nothing proved that.  Numerous chest x-rays as which the last one I had (three weeks ago)is still abnormal.  I have been tested for AIDS, TB, cancer, a virus everything nothing have been found.  Please anyone can help me solved this mystery.  I have been off work for more than 4 months this time was out two weeks at a time before. Please help me. Also the doctors telling me to lose weight but keep putting me on steroids so if you can give me a plan to lose weight on steroids I'm all ears thank you.