Dose-intensive vincristine/cyclophosphamide/doxorubicin (VDoxC) alternating with ifosfamide/etoposide (IE) has become standard therapy for children and adolescents with Ewing's sarcoma and other sarcomas treated at the POB/NCI and other cancer centers within the US. Supportive care measures used in children who are treated with this regimen include mesna to prevent oxazaphosphorine urotoxicity, dexrazoxane to reduce doxorubicin cardiotoxicity, and filgrastim to shorten the duration of neutropenia. The purpose of this randomized open label trial is to compare the tolerance, toxicity, and therapeutic effects of Filgrastim-SD/01 given as a single injection after chemotherapy to daily subcutaneous filgrastim in patients with newly diagnosed sarcoma. The pharmacokinetics of Filgrastim-SD/01 will also be compared to the pharmacokinetics of filgrastim. This trial will also be a platform for performing biological studies of these tumors and for detailed cardiac studies. High-risk patients who are treated on this front line trial and respond will also be candidates for a planned transplant protocol. A total of 34 patients (17 patients per treatment arm) will be entered onto the trial.