After screening procedures determine if a patient is eligible for this research study, the patient will be randomized into one of the study groups: lenalidomide, bortezomib and dexamethasone without autologous stem cell transplantation, followed by lenalidomide maintenance (Arm A) or lenalidomide, bortezomib and dexamethasone with autologous stem cell transplantation, followed by lenalidomide maintenance (Arm B). There is an equal chance of being placed in either group.