Patients receiving treatment for advanced cancer often experience co-occuring pain, fatigue, and sleep disturbance that are not relieved with medications. Brief cognitive-behavioral coping strategies such as relaxation or imagery have been shown to be useful for these symptoms individually and may be effective for the cluster of co-occuring pain, fatigue, and sleep disturbance. Because single cognitive-behavioral strategies don't work equally well for all persons, providing training in multiple cognitive-behavioral strategies is necessary. However, oncology nurses report having insufficient time and are often not available to deliver the interventions exactly when patients experience symptom exacerbation. This application proposes a patient-controlled cognitive-behavioral (PC-CB) intervention, using an MP3 player to deliver recorded cognitive-behavioral strategies. The PC-CB intervention would allow patients to select from a variety of cognitive-behavioral strategies based on their personal preferences, and facilitate self-administration of those strategies at whatever time and place the symptoms occur, without increasing burden on nursing staff. Primary aims are (1) to explore acceptability and patterns of use of the recorded cognitive-behavioral strategies and (2) to pilot test efficacy of the PC-CB intervention compared to a waitlist control.