This study is for patients with newly diagnosed or relapsed multiple myeloma. The main purpose of this study is to see how their disease responds to consolidation treatment (treatment aimed at further decreasing cancer cells) with a radioactive antibody (protein) called iodine I 131 tositumomab (known by the tradename Bexxar®) and also to look at the side effects which occur with this type of treatment. The investigators will also be looking at how long disease responds to treatment, if it responds at all, and how long patients who have had this treatment survive.