This research trial is designed to study the safety and effectiveness of combining the study drug, Natalizumab (Tysabri®) with the standard treatment, the use of steroids, as a new treatment for acute graft versus host disease (acute GVHD). GVHD is the most common serious complication, after bone marrow transplant. GVHD occurs when the donor cells (the graft), treat the recipient's body as "foreign" and attack the cells in the recipient's body. During this immune system response, donor cells damage body tissues, such as the skin, liver, stomach, and/or intestines. Acute GVHD can be severe and if severe, potentially fatal to the transplant recipient. Acute GVHD usually happens within the first several months after transplant.