This study will assess the toxicity/safety of CHOP chemotherapy given concurrently with rituximab, followed by maintenance PEG Intron in patients with anthracycline naïve indolent non-Hodgkin's lymphoma. This study will also evaluate response rates, time to progression, molecular response, and immunologic parameters related to this treatment. Adult patients with indolent, advanced stage, anthracycline naive NHL requiring treatment may be eligible. Patients must have measurable disease, no severe organ dysfunction, and normal ejection fraction in older patients. Patients also must have adequate hematologic, hepatic and renal function, performance status, and life expectancy of at least 18 months. Patients may not have CNS lymphoma, uncontrolled co-morbid conditions, pregnancy, HIV, and active psychiatric conditions. Additionally, patients may not have had prior hypersensitivity to interferon-alpha, other cancer within 5 years, significant heart disease or myocardial infarction within the last 6 months, and history of thrombosis. Additionally, patients will have an ocular exam prior to treatment.