OUTLINE: Randomized study. The following acronyms are used: ABM Autologous Bone Marrow BCNU Carmustine, NSC-409962 CTX Cyclophosphamide, NSC-26271 DOX Doxorubicin, NSC-123127 G-CSF Granulocyte Colony Stimulating Factor (Amgen), NSC-614629 GM-CSF Granulocyte-Macrophage Colony Stimulating Factor (source not specified) IFN-A Interferon alpha (Hoffmann-La Roche), NSC-367982 L-PAM Melphalan, NSC-8806 MePRDL Methylprednisolone, NSC-19987 PBSC Peripheral Blood Stem Cells PRED Prednisone, NSC-10023 TBI Total-Body Irradiation VCR Vincristine, NSC-67574 ARM I. Induction: 4-Drug Combination Chemotherapy or, as indicated, 2-Drug Combination Chemotherapy. ABCM: DOX; BCNU; CTX; L-PAM; or, if pretreatment ANC and platelets are less than 1,300 and 75,000, CTX; PRED. Maintenance: Biological Response Modifier Therapy. IFN-A. ARM II. Induction: 4-Drug Combination Chemotherapy followed by Hematopoietic Stimulation. C-VAMP: DOX; VCR; MePRDL; CTX; followed by CTX; G-CSF or GM-CSF. Consolidation: 3-Drug Combination Chemoablation with or without Radioablation followed by Hematopoietic Rescue. CTX; L-PAM; MePRDL; with or without TBI using megavoltage equipment (linear accelerator preferred); followed by ABM and/or PBSC. Maintenance: Biological Response Modifier Therapy. IFN-A.