The purpose of this Phase 2 study is to evaluate the efficacy and safety of treatment with bortezomib, lenalidomide and dexamethasone in patients with untreated multiple myeloma. This study will evaluate whether the addition of lenalidomide to bortezomib and dexamethasone will increase the Complete Response (CR)/ very good partial response (VGPR) rate before and after High Dose Therapy (HDT) with ASCT.