A biopsy (removal of a small sample of tumor tissue) will be done at the beginning of the study, after completing the first treatment cycle, and possibly again when the cancer slows, stops or gets worse, or if the patient leaves the study. These tumor samples will be examined to evaluate the effects of treatment. Several blood samples also will be collected during the course of treatment to monitor immune system effects. A device called a heparin lock may be put in place to avoid multiple needle sticks.