Over the last two decades, the prevalence of asthma has dramatically increased in many parts of the world. Currently, there are no effective ways to prevent the development of nasal allergies and asthma, and there are no cures for these diseases. Sublingual immunotherapy (SLIT) may help reduce symptoms of allergy and asthma. The purpose of this study is to evaluate the safety and efficacy of a cockroach extract given sublingually to adults with perennial (year-round) nasal allergies, asthma, or both.