There are several other diseases which can cause peripheral neuropathy, and researchers have found that capsaicin, a chemical in chili peppers, can help with managing the pain the neuropathy causes. So far, research is unclear on whether or not capsaicin is effective helping people with HIV and AIDS. In fact, the FDA just voted that the only prescription version of capsaicin could not be prescribed for HIV due to the lack of evidence in the studies presented.
That said, several studies have found that people for peripheral neuropathy from HIV benefit from using capsaicin. There is some evidence that long term use provides increasing benefits. Unfortunately, over the counter creams containing capsaicin are too weak to be effective for people with HIV.
Hopefully more studies will be done and the FDA will eventually authorize prescription strength capsaicin for use in the US. In the mean time, if you want to try capsaicin and see if it is effective for you, speak with an herbalist (and your doctor) about options such as herbal tinctures or compresses using chili pepper extracts.