Participants will have a medical history review and physical examination, including laboratory studies. If medically indicated, X-rays, consultations and biopsies (surgical removal of a small tissue sample) of affected organs will also be done. All patients will begin treatment with prednisone, methotrexate and etanercept. Those who improve on this regimen will stop prednisone gradually over 3 months. Those who achieve disease remission at the end of another 3 months will be randomly assigned to either continue taking etanercept and methotrexate for another 12 months or to stop etanercept and continue only methotrexate for the next 12 months (after which methotrexate will gradually be stopped). Patients who are not in remission by the 6-month point will continue taking etanercept until they go into remission, when they will be assigned to stop or not stop etanercept, as described above. Patients who do not achieve remission within 12 months of beginning treatment will be taken off the study. Patients who have a disease relapse while on the study will likely be switched to treatment with prednisone and either methotrexate or cyclophosphamide. Patients randomized to stop etanercept and who have a relapse within a year of stopping the drug may be offered re-treatment on this protocol, but with continuing etanercept for a full year after remission.