Additional Study Information: Babies born prematurely frequently have difficulty breathing because of immature lung development. A substance called surfactant is usually present in mature lungs to help keep the lungs inflated normally. The treatment for breathing problems in premature infants can include giving surfactant as a medicine. When surfactant is given as a medicine a breathing tube must be placed in the baby's windpipe and the baby is often treated with a respirator (mechanical breathing machine). These treatments are necessary in some infants but can have severe side effects. A newer artificial surfactant can be given by aerosol without putting a breathing tube in the baby's windpipe. This study is being done to see whether this method of giving surfactant (by aerosol without using a breathing tube) is safe and easy for babies to take without side effects. The medicine is given together with breathing support through the nose, called "CPAP". CPAP is standard treatment for babies with immature lungs who are not sick enough to need treatment with a respirator or surfactant treatment. This study is mainly checking to see if surfactant given by aerosol with CPAP is safe. Later studies would be needed to see if it works well.