Multiple myeloma is the second most common hematological malignancy that has affected approximately 40,000 Americans.Conventional chemotherapy has achieved limited control of this disease but studies have reported improved response rates for patients who are treated with dose-intense therapy and autologous hematopoietic stem cell transplantation. This Phase I/II study will investigate the potential of combination therapy of dose-intense melphalan with escalating doses of bortezomib.