The goal of this clinical research study is to see if the drug OROS Methylphenidate HCl (Concerta) can help to control fatigue in patients with breast, gastrointestinal, lymphoma, myeloma or lung cancer who are going through chemotherapy or hormonal treatment or have completed chemotherapy or hormonal treatment in the last 12 months. The safety of this drug will also be studied. Another goal of the study is to see how certain cytokines change while patients undergo chemotherapy or hormonal treatment.