Radiation begins on day 1 of therapy. Patients receive dexamethasone orally (PO) or by intravenous injection (IV) on days 1-10. MTX IV over 6 hours weekly for a total of 4 doses starts 1 week after completion of the cranial radiation. Leucovorin (LCV) IV or PO begins 6 hours after MTX has been completed over 6 hours for 8 doses. AZT while awake starts on day 1 of therapy and continues for 52 weeks. Patients are reevaluated with computerized tomography (CT) or magnetic resonance imaging (MRI) scan of the brain at conclusion of radiation therapy and systemic treatment, 6 and 10 weeks respectively. If there is a complete or partial response (CR or PR), patient will remain on study and continue to receive AZT; if stable disease or no response, patient will be taken off study. Reevaluation at 16 weeks from start of study will be done. If CR or PR, the patient will continue AZT for 1 year. If there is no change or progression of disease, or if the patient develops evidence of systemic lymphomatous disease, patient will be taken off study.