Patients admitted to the study receive chemotherapy in 21-day cycles. The length of therapy, 2 - 8 months, depends on how the tumor responds to treatment. Four medicines are given on day 1 of each cycle by vein (IV) (doxorubicin, cyclophosphamide, bleomycin, vincristine). Dosages of doxorubicin and cyclophosphamide are increased in later groups of patients if toxicity in the first group is tolerable. A fifth medicine (dexamethasone) is given by mouth (PO) on days 1 - 5 of each cycle and the sixth medicine (methotrexate) is given IV on day 15 of each cycle. Leucovorin is given after methotrexate to prevent methotrexate side effects. GM-CSF treatment is started on day 3 and continued for 11 days. To prevent the spread of the tumor, a spinal tap is done on 4 occasions to inject cytosine arabinoside directly into the spinal fluid. If tumor cells are present in the spinal fluid, the patient also takes cytosine arabinoside by spinal tap 3 x/week until the tumor cells disappear and then at monthly intervals for 1 year. Patients with tumor cells in the spinal fluid are also given radiation treatment to the head.