The purpose of the study is to assess the safety, pharmacokinetics, and immunologic effects of a recombinant fusion protein that consists of the soluble tumor necrosis factor receptor linked to the Fc portion of human IgG1 (TNFR:Fc) in patients with Wegener's granulomatosis. A secondary objective is to determine if TNFR:Fc demonstrates anti-inflammatory activity in the treatment of Wegener's granulomatosis. Specifically, we will seek to examine whether TNFR:Fc is able to reduce the need for glucocorticoid treatment and lower relapse rates. Patients will be eligible to participate in this protocol when there is evidence that the disease is active but is not immediately life-threatening. In this study, patients will receive TNFR:Fc (25mg subcutaneously twice weekly) together with methotrexate and prednisone. In all patients the prednisone will be tapered over a 3 month schedule. At the end of 6 months, patients in remission will be randomized to either continue TNFR:Fc for another 12 months or stop. All patients will continue methotrexate for 1 year after they enter remission after which time it will be tapered and discontinued.