Pemetrexed is an FDA-approved treatment for advanced lung cancer but the response rate is still very low. Bortezomib is currently approved to treat myeloma in patients who have already been treated. Currently, multiple studies are actively investigating how well bortezomib works with other drugs. This study is testing how much bortezomib can be given to advanced lung cancer patients who have already received one treatment. This study will also see how well bortezomib and pemetrexed work together to treat lung cancer patients.