1. Aqueous aerosol preparation for administration by inhalation, which contains, in a concentration of from 25 to 100 mg/ml, an active substance selected from the group comprising: antisense oligonucleotides orexins erythropoetin tumor necrosis factor-alpha tumor necrosis factor-beta G-CSF (granulocyte colony stimulating factor) GM-CSF (granulocyte-macrophage colony stimulating factor) annexins calcitonin leptins parathyrin parathyrin fragment interleukins such as interleukin 2, interleukin 10, interleukin 12 soluble ICAM (intercellular adhesion molecule) somatostatin somatotropin tPA (tissue plasminogen activator) TNK-tPA tumour-associated antigens (as peptide, protein or as DNA) peptide bradykinin antagonists urodilatin GHRH (growth hormone releasing hormone) CRF (corticotropin releasing factor) EMAP II heparin soluble interleukin receptors such as sIL-1 receptor vaccines such as hepatitis vaccine or measles vaccine antisense polynucleotides transcription factors, the concentration of G-CSF (granulocyte colony stimulating factor) being other than 25 mg/ml. 2. Aqueous aerosol preparation according to claim 1, characterized in that insulin is used as the active substance. 3. Aqueous aerosol preparation according to claim 2, characterized in that insulin is used as the active substance in a concentration greater than 30 mg/ml. 4. Aqueous aerosol preparation according to claim 1, characterized in that a superoxide dismutase is used as active substance. 5. Aqueous aerosol preparation according to claim 1, characterized in that an interferon is used as active substance. 6. Aqueous aerosol preparation according to claim 1, characterized in that an interferon omega is used as active substance. 7. Aqueous aerosol preparation according to one of claims 1 to 6, characterized in that it contains one or more adjuvants from the group comprising the surfaceactive substances, such as surfactants, emulsifiers, stabilisers, permeation enhancers and/or preservatives. 8. Aqueous aerosol preparation according to one of claims 1 to 7, characterized in that it contains an amino acid. 9. Aqueous aerosol preparation according to claim 8, characterized in that it contains proline, aspartic acid or glutamic acid for improving the solubility or stability of the active substance. 10. Aqueous aerosol preparation according to one of the preceding claims, characterized in that the aerosol preparation has a viscosity of up to 1600 10<-6> Pa s at 25 degree C. 11. Aqueous aerosol preparation according to one of the preceding claims, characterised in that the aerosol preparation has a viscosity of between 900 10<-6> and 1100 10<-6> Pa s at 25 degree C. 12. Aqueous aerosol preparation for administration by inhalation, which has a viscosity of between 900. 10<-6> and 1600. 10<-6> Pa s at 25 degree C and contains an active substance selected from the group comprising: antisense oligonucleotides orexins erythropoetin tumor necrosis factor-alpha tumor necrosis factor-beta G-CSF (granulocyte colony stimulating factor) GM-CSF (granulocyte-macrophage colony stimulating factor) annexins calcitonin leptins parathyrin parathyrin fragment interleukins such as interleukin 2, interleukin 10, interleukin 12 soluble ICAM (intercellular adhesion molecule) somatostatin somatotropin tPA (tissue plasminogen activator) TNK-tPA tumour-associated antigens (as peptide, protein or as DNA) peptide bradykinin antagonists urodilatin GHRH (growth hormone releasing hormone) CRF (corticotropin releasing factor) EMAP II heparin soluble interleukin receptors such as sIL-1 receptor accines such as hepatitis vaccine or measles vaccine antisense polynucleotides transcription factors, the concentration of G-CSF (granulocyte colony stimulating factor) being other than 25 mg/ml. 13. Aqueous aerosol preparation according to claim 12, characterized in that the aqueous solution has a viscosity of between 950 and 1300. 10<-6> Pa s at 25 degree C. 14. Aqueous aerosol preparation according to one of claims 12 or 13, characterized in that the active substance is insulin. 15. Aqueous aerosol preparation according to one of claims 12 or 13, characterized in that a superoxide dismutase is used as active substance. 16. Aqueous aerosol preparation according to one of claims 12 or 13, characterized in that the active substance is an interferon. 17. Aqueous aerosol preparation according to one of claims 12 or 13, characterized in that the active substance is insulin omega. 18. Process for preparing aerosols for the administration by inhalation of an aerosol preparation according to one of claims 1 to 17, characterized in that, in a propellant-free nebuliser a therapeutically active quantity of a single dose of the aerosol preparation is measured in a measuring chamber and is sprayed under high pressure of between 100 and 500 bar through at least one nozzle with a hydraulic diameter of 1 to 12 μm to form inhalable droplets with an average particle size of less than 10 μm within a period of between 1 and 2 seconds. 19. Process according to claim 18, characterized in that the effective quantity of the single dose is between 10 and 20 μl. 20. Process according to claim 19, characterized in that the nebuliser has two nozzles directed so that the two jets meet in such a way that the aerosol preparation is nebulised. 21. Process for nebulising insulin for treating diabetes to form an aerosol suitable for inhalation, characterized in that between 10 and 50 μl of a solution containing between 20 mg/ml and 90 mg/ml of insulin are sprayed to form inhalable droplets using a nebuliser in a single application. 22. Process according to claim 21, characterized in that between 10 and 20 μl of a solution containing between 25 and 60 mg/ml of insulin are inhaled. 23. Use of a solution which contains more than 30 mg/ml of insulin for preparing an aerosol with an average particle size of less than 10 μm for the treatment of diabetes by inhalation. 24. Use of a solution containing between 25 and 60 mg/ml of insulin for preparing an aerosol with an average particle size of less than 10 μm for the treatment of diabetes by inhalation. 25. Use of a solution according to claim 23 or 24, characterized in that the aerosol is prepared from 10 to 50 μl, preferably 10 to 20 μl of solution, using a propellant-free nebuliser.