This research is being done because better treatments for sarcomas are needed. This is a phase III study. This means that one treatment is being compared to another to find out which is better. We are comparing the drug gemcitabine to the two drugs gemcitabine and docetaxel to find out which treatment is better for people who have sarcomas. From previous studies we know that gemcitabine causes shrinking of some people's sarcoma tumors. We also know that gemcitabine and docetaxel are useful for sarcomas as well, but we believe the two drugs together may be more toxic than the single drug alone. In this study we are trying to answer the question: "Is the combination of gemcitabine and docetaxel any better than just gemcitabine alone?"