OUTLINE: This is a randomized, multicenter study. Patients are stratified by age (under 50 vs 50 and over), bone marrow involvement (yes vs no), and country. All patients receive cyclophosphamide, doxorubicin, and vincristine on day 1 and prednisone on days 1-5. Courses repeat every 21 days. Patients receive a minimum of 6 courses of treatment in the absence of disease progression and unacceptable toxicity. Arm I: Patients receive carmustine IV over 2 hours on day 1 in week 9 or 10. Etoposide and cytarabine IV are administered over 30 minutes on days 2-5. Melphalan IV is administered over 5 minutes on day 6. Patients receive cryopreserved bone marrow or peripheral blood stem cells on day 7. Arm II: Patients continue conventional therapy. Patients are followed at 8-9 weeks and 6 months.