The purposes of this study are fourfold. It will 1) determine what dose of interleukin-12 (IL-12) and interleukin-2 (IL-2) combination therapy can be given safely to patients with advanced cancer; 2) evaluate the side effects of this treatment; 3) examine how the body handles this drug combination; and 4) determine whether and how the therapy may cause the immune system to stop or slow tumor growth.