Patients receive melphalan intravenously (IV) over 2-3 hours on day -2 and an infusion of IL-2-treated autologous or syngeneic peripheral blood stem cells on day 0. Beginning on day 0, patients also receive IL-2 IV continuously over 5 days followed by 2 days off. Treatment with IL-2 repeats weekly for 4 weeks. Beginning 1 month later, patients undergo maintenance therapy comprising interferon alfa subcutaneously (SC) 3 times a week in the absence of disease progression or unacceptable toxicity.