A study of HIV-related risk behavior was carried out in 1998 among Brazilian military conscripts aged 17-20 years. A sample of 30,318 subjects was selected in three strata, pertaining to counties from: 1) the North and Central-West (N/CW); 2) South (S); and the states of Rio de Janeiro and São Paulo. HIV prevalence rates were estimated in all strata. The objective of this paper was to analyze the results according to differences in socioeconomic status (SES). The statistical analysis used an index of sexual risk behavior and logistic regression models. The N/CW stratum showed the worst indicators for SES, sexual risk behavior, and sexually transmitted infections (STIs), as well as the highest HIV seroprevalence rate. The best indicators for all variables were found in the RJ/SP stratum. The South showed intermediate results. Level of schooling also played a relevant role. In all three strata the conscripts with an incomplete high school education displayed the worst sexual risk behavior index, shown to be a relevant predictor of STI-related problems, including HIV infection.