OUTLINE: Patients receive high dose gemcitabine IV over 100 minutes on day -5 and again approximately 6 hours after carmustine IV over 2 hours on day -2. On day -1, patients receive melphalan IV over 20 minutes followed 24 hours later (day 0) with peripheral blood stem cells transplantation. Patients then receive sargramostim (GM-CSF) subcutaneously beginning on day 4 until granulocyte count is greater than 1,000/mm3 for 2 consecutive days. At weeks 5-8 posttransplant, patients receive rituximab (IDEC-C2B8 monoclonal antibody; anti-CD20 monoclonal antibody) IV over 3-4 hours weekly. Prior to rituximab treatment at week 4 posttransplant, patients receive sargramostim (GM-CSF) subcutaneously 3 times a week continuing through rituximab therapy. At approximately 3 and 9 months posttransplant, patients receive dexamethasone orally every day for days 1-4, and cyclophosphamide, etoposide, and cisplatin by continuous infusion for 4 days (days 1-4), and gemcitabine IV over 100 minutes on days 1 and 5. At approximately 6 and 12 months posttransplant, patients receive paclitaxel IV over 6 hours on day 2 and cisplatin IV over 24 hours on day 3. Patients are followed at least every 6 weeks to 3 months until death.