This is an international, 3-site trial (Winnipeg Canada, MSKCC NYC, Perth Australia) accruing 120 patients per site (120x3). The purpose of this study is to compare two types of counseling for cancer patients: "Dignity Psychotherapy" and "Supportive Psychotherapy" as well as "Standard Palliative Care." Many cancer patients seek counseling to help with the emotional burden of their illnesses. Counseling often helps them cope with cancer by giving them a place to express their feelings. We, the investigators at Memorial Sloan-Kettering Cancer Center, have developed a type of counseling we call "Dignity Psychotherapy." It is intended to help cancer patients maintain or enhance a sense of purpose, meaning, and overall quality of life, despite having cancer. "Supportive Psychotherapy" is another type of counseling intended to help patients feel more at ease and express and reflect on any feelings or concerns they might have about their illness. Both of these types of counseling will be compared to "Standard Palliative Care." We will look at how these types of treatments affect patients' mood, outlook, and quality of life. We also want to see how the type of treatment they receive affects their family members and significant others.