Enrolled subjects will receive Velcade in combination with BEAM and Autologous Hematopoietic Stem Cell Transplantation (AHSCT). Phase I treatment will administer Velcade in four dose cohorts,in addition to the BEAM and AHSCT. Three patients will be accrued in each dose cohort with enrollment starting at dose cohort. These subjects will be evaluated to establish the maximum tolerated dose of Velcade in combination with BEAM autologous peripheral blood stem cell transplantation. Once established, the maximum tolerated dose will be utilized in treating an additional 20 subjects.