Recent evidence suggests that the burden of new HIV infections in developing countries is concentrated among young people and females. Even with knowledge of how to protect oneself from infection, such information may not always be usable in daily situations of economic and social disadvantage that characterize the lives of many young people and women in poor countries. Using household survey data collected in 2001, this study investigates how relative socioeconomic status influences the sexual behaviors of young women and men aged 14-24 years in KwaZulu-Natal Province, South Africa - an environment characterized by high HIV prevalence and high rates of poverty and inequality. Relative economic disadvantage is found to significantly increase the likelihood of a variety of unsafe sexual behaviors and experiences. Low socioeconomic status not only increases female odds of exchanging sex for money or goods, it also raises female chances of experiencing coerced sex, and male and female odds of having multiple sexual partners in the year before the survey; it lowers female chances of secondary abstinence in the year before the survey, and female and male age at sexual debut, condom use at last sex, and communication with most recent sexual partner about condom use and HIV prevention. Low socioeconomic status has larger and more significant effects on female than on male unsafe sexual behaviors; it also raises female risk of early pregnancy. Controlling for wealth and other factors, orphanhood confers added risk for unsafe sexual behaviors: female and male orphans initiate sexual relationships earlier, have lower odds of practicing secondary abstinence, and lower chances of discussing condom use or ways to avoid HIV with recent sexual partners. Females who are paternal orphans have older sex partners and are at higher risk for early pregnancy. Poorer young people, especially females, also have significantly lower access to media sources for family planning information. Without sufficient attention in the design and placement of HIV prevention programs to the economic and social conditions in which individuals live, the potential effectiveness of the global response to HIV/AIDS is sacrificed.