It is almost certainly a myth made up by people to fuck with newbs or to keep people from going to raves. It's like the type of story a school counselor would tell you to keep you from having fun. Or like the myth of "aids mary" to keep people from having one night stands.
People may prick you with needles just to mess with you but I've searched around and there are NO news reports on any of this. And you know if the media had a chance to scare parents about their teens they totally would.
Most people who talk about aids pixies are the type of people who talk knowingly about things that aren't even true. We all know one of those.
"Oh yeah, what was his name?"