Patients undergoing treatment for advanced cancer often experience the combination of pain, fatigue, and sleep disturbance as symptoms that co-occur or "cluster" within patients. Medications may be effective in reducing some of these symptoms; however, they often have side effects that exacerbate the other symptoms. Practice guidelines and research evidence suggest that cognitive-behavioral (CB) strategies may be effective treatments with few, if any, side effects for each of these symptoms. However, investigators have not yet explored the effect of CB strategies on co-occuring pain, fatigue, and sleep disturbance. It is possible that an intervention that is effective for one symptom may also have beneficial effects on the other co-occuring symptoms. For example, controlling pain may permit better sleep and subsequently reduce fatigue. Cognitive-behavioral strategies, however, are not equally effective for all patients, and training in just one strategy may not be sufficient. Providing multiple CB strategies may be more efficacious, but is complicated by the fact that oncology nurses report having insufficient time and equipment to deliver the interventions in practice. And given patient-care demands, providing CB strategies exactly when patients experience increased symptom intensity is usually not feasible. A patient-centered approach to symptom management would allow patients to select from a variety of CB strategies based on their personal preferences, skills, and interests and permit the use of those strategies at whatever time and place the symptoms occur. The use of MP3 technology to deliver the intervention would allow patients to control delivery of the CB strategies without increasing burden on nursing staff and could potentially improve all symptoms in the cluster. The purpose of this study is to conduct a pilot test of a 2-week patient-controlled cognitive-behavioral intervention (PC-CB intervention), using an MP3 player to deliver recorded CB strategies for co-occurring pain, fatigue, and sleep disturbance during cancer treatment.