OUTLINE: Prior to entry, patients will have received 3 monthly courses of standard VAD followed by PBSC collection on Regimen A; those who responded to VAD continue standard VAD to best response and upon relapse (on or off therapy) proceed to Regimen B. Patients with no response to 3 courses of VAD and those with no response to an alkylating-based regimen proceed immediately to Regimen B following PBSC collection. The following acronyms are used: CTX Cyclophosphamide, NSC-26271 G-CSF Granulocyte Colony Stimulating Factor (Amgen), NSC-614629 L-PAM Melphalan, NSC-8806 PBSC Peripheral Blood Stem Cells VAD Vincristine/Doxorubicin/Dexamethasone TBI Total Body Irradiation Regimen A: Stem Cell Mobilization/Harvest. CTX; G-CSF. Regimen B: Single-Agent Myeloablative Chemoradiotherapy with Stem Cell Rescue. L-PAM; TBI (Co60 or linear accelerators of 4 MV or greater); with PBSC.