DISEASE CHARACTERISTICS: Acute myelogenous leukemia (AML), acute lymphocytic leukemia (ALL), lymphocytic leukemia (LL) or myelodysplastic syndromes (MDS) with at least one of the following high risk criteria: T-cell depleted stem cells or autologous stem cells Second complete response (CR) Previous CNS involvement No CR First CR achieved more than 5 weeks after start of remission-induction therapy Poor prognostic cytogenetic features: t(9;22), t(8;14), t(11;14), 11q23 anomalies, -5/5q-anomalies, -7/7q-anomalies, +8, complex cytogenetics Postcytotoxic/secondary AML Chronic myelogenous leukemia (CML) with at least one of the following high risk criteria: T-cell depleted stem cells Not in first chronic phase Non-Hodgkin's lymphoma or multiple myeloma Autologous stem cells