OUTLINE: Patients must have hematopoietic stem cell procurement completed prior to myeloablative therapy. Patients receive high dose chemotherapy with autologous hematopoietic stem cell transplantation and supportive care. Melphalan is administered in one dose on day -1 at least 12 hours before stem cell infusion. Peripheral blood stem cells and/or bone marrow is reinfused on day 0. Filgrastim (G-CSF) or sargramostim (GM-CSF) is administered beginning on day 1 posttransplantation and continuing until blood counts recover.