  Ko [RAIRO 24, 1990] and Bruschi [TCS 102, 1992] showed that in some
relativized world, PSPACE (in fact, ParityP) contains a set that is immune to
the polynomial hierarchy (PH). In this paper, we study and settle the question
of (relativized) separations with immunity for PH and the counting classes PP,
C_{=}P, and ParityP in all possible pairwise combinations. Our main result is
that there is an oracle A relative to which C_{=}P contains a set that is
immune to BPP^{ParityP}. In particular, this C_{=}P^A set is immune to PH^{A}
and ParityP^{A}. Strengthening results of Tor\'{a}n [J.ACM 38, 1991] and Green
[IPL 37, 1991], we also show that, in suitable relativizations, NP contains a
C_{=}P-immune set, and ParityP contains a PP^{PH}-immune set. This implies the
existence of a C_{=}P^{B}-simple set for some oracle B, which extends results
of Balc\'{a}zar et al. [SIAM J.Comp. 14, 1985; RAIRO 22, 1988] and provides the
first example of a simple set in a class not known to be contained in PH. Our
proof technique requires a circuit lower bound for ``exact counting'' that is
derived from Razborov's [Mat. Zametki 41, 1987] lower bound for majority.
