In this paper and its sequel, we attempt to understand the rheological differences between lyotropic and thermotropic liquid-crystalline polymers by contrasting the rheology of three different liquid-crystalline polymers at concentrations ranging from moderate (12%-30%) to highly concentrated (30%-50%) to densely packed (50%-100%). This first paper presents the steady-state first and second normal stress differences N1 and N2 as functions of the shear rate gamma for solutions of poly(gamma-benzyl-glutamate) with molecular weight 238 000, in the solvent metacresol, at concentrations C ranging from 12.5% to 40% by weight. Predictions of N1 and N2 for this range of concentration are obtained from the Doi molecular theory for rod-like nematics, using both an approximate, and a nearly exact, method for solving the Doi equation. The predictions of N1, and to a lesser extent N2, agree qualitatively with measured values for all concentrations. In particular, the range of shear rates over which N1 is negative shifts upward with increasing concentration: if we define gamma(max) as the shear rate for which N1 reaches a positive maximum value N1max, then we find that theory agrees with experiment in that both gamma(max) and N1max increase monotonically with concentration C These increases occur because the strength of the nematic interaction increases with C, which implies that for high concentrations, N1 becomes negative only at high-shear rates.