Phase II OUTLINE: The phase II component will include patients with measurable disease per Response Evaluation Criteria In Solid Tumors (RECIST) criteria treated at lenalidomide 10 mg days 1-28 days of a 28 day cycle (Maximum Tolerated Dose from phase I) with liposomal doxorubicin 40 mg/m^2 to determine efficacy and safety of the combination therapy. (Effective with April 2010 revision)